+707.7%
BE vs GLW
+377.4%
+330.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | +20.5% | +15.5% | +5.0% | +7.9% |
| 30D | -23.4% | -19.6% | -3.8% | -7.0% |
| 3M | -14.9% | -28.5% | +13.6% | +12.5% |
| 6M | -28.1% | -39.5% | +11.5% | +5.8% |
| YTD | +132.4% | +37.2% | +95.2% | +66.7% |
| 1Y | +59.4% | +35.4% | +23.9% | +17.7% |
| 3Y | +1,815.8% | +359.7% | +1,456.2% | +441.7% |
| 5Y | +491.3% | +244.0% | +247.3% | +109.2% |
| All | +707.7% | +377.4% | +330.3% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling