+542.4%
GLW vs BB
+33.0%
+509.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.8% | +8.3% |
| 7D | -5.9% | +15.0% | -20.8% | -8.2% |
| 30D | -26.0% | +3.5% | -29.5% | -26.5% |
| 3M | -29.9% | +2.7% | -32.6% | -30.5% |
| 6M | -37.8% | +44.7% | -82.5% | -41.3% |
| YTD | +33.1% | +143.3% | -110.1% | +15.4% |
| 1Y | +36.8% | +102.2% | -65.4% | +21.7% |
| 3Y | +356.1% | +156.1% | +200.0% | +276.3% |
| 5Y | +243.8% | -17.6% | +261.4% | +221.9% |
| 10Y | +542.4% | +29.0% | +513.4% | +346.4% |
| All | +542.4% | +33.0% | +509.4% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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