+1,377.0%
GLW vs BB
+258.8%
+1,118.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -5.6% | +9.4% | +5.2% |
| 30D | -1.3% | -11.8% | +10.5% | +1.4% |
| 3M | -21.8% | -25.5% | +3.7% | -16.2% |
| 6M | +6.9% | +121.3% | -114.4% | -11.7% |
| YTD | +77.2% | +103.2% | -26.0% | +48.9% |
| 1Y | +123.2% | +102.6% | +20.6% | +86.4% |
| 3Y | +400.0% | +37.5% | +362.5% | +323.4% |
| 5Y | +342.8% | -30.4% | +373.2% | +316.3% |
| 10Y | +771.4% | 0.0% | +771.4% | +478.6% |
| All | +1,377.0% | +258.8% | +1,118.2% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling