+521.8%
GLW vs BB
+28.9%
+492.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -11.1% | +11.6% | -22.7% | -12.8% |
| 30D | -28.4% | +2.6% | -31.0% | -28.8% |
| 3M | -28.8% | +3.5% | -32.3% | -29.5% |
| 6M | -39.8% | +43.5% | -83.3% | -43.2% |
| YTD | +28.7% | +141.2% | -112.4% | +11.7% |
| 1Y | +27.7% | +97.4% | -69.7% | +14.0% |
| 3Y | +331.3% | +151.1% | +180.2% | +257.0% |
| 5Y | +233.4% | -12.8% | +246.2% | +210.1% |
| 10Y | +521.8% | +27.5% | +494.3% | +332.1% |
| All | +521.8% | +28.9% | +492.9% | +332.1% |
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