+1,580.2%
BE vs GLW
+423.6%
+1,156.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +2.8% |
| 7D | +20.0% | +3.8% | +16.2% | +16.6% |
| 30D | +7.9% | -1.3% | +9.3% | +8.4% |
| 3M | -13.2% | -21.8% | +8.6% | +1.3% |
| 6M | +53.5% | +6.9% | +46.6% | +34.1% |
| YTD | +191.0% | +77.2% | +113.9% | +55.3% |
| 1Y | +360.5% | +123.2% | +237.3% | +107.4% |
| All | +1,580.2% | +423.6% | +1,156.6% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling