+837.6%
GLW vs BB
+3.3%
+834.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.2% | +5.3% | +7.2% |
| 7D | +14.0% | +0.5% | +13.5% | +13.9% |
| 30D | +0.4% | -12.4% | +12.7% | +2.5% |
| 3M | -11.3% | -15.3% | +3.9% | -8.5% |
| 6M | +35.1% | +128.8% | -93.7% | +18.9% |
| YTD | +90.5% | +107.7% | -17.1% | +70.1% |
| 1Y | +132.0% | +103.9% | +28.1% | +106.8% |
| 3Y | +463.3% | +72.6% | +390.7% | +393.6% |
| 5Y | +382.5% | -24.3% | +406.8% | +359.5% |
| 10Y | +837.6% | +3.1% | +834.5% | +562.0% |
| All | +837.6% | +3.3% | +834.4% | +562.0% |
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