+307.7%
GLW vs BB
+132.4%
+175.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.6% |
| 7D | -13.9% | +3.8% | -17.7% | -14.7% |
| 30D | -35.0% | -0.3% | -34.6% | -35.0% |
| 3M | -32.4% | -0.5% | -31.9% | -32.6% |
| 6M | -41.3% | +45.9% | -87.3% | -44.2% |
| YTD | +21.8% | +130.6% | -108.8% | +7.8% |
| 1Y | +21.8% | +89.2% | -67.3% | +10.8% |
| 3Y | +307.7% | +137.5% | +170.2% | +246.5% |
| All | +307.7% | +132.4% | +175.2% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling