+915.9%
GLW vs BB
+307.3%
+608.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.1% |
| 3M | -32.4% | -0.5% | -31.9% | -32.7% |
| 6M | -41.3% | +45.9% | -87.3% | -46.7% |
| YTD | +21.8% | +130.6% | -108.8% | -1.0% |
| 1Y | +21.8% | +89.2% | -67.3% | +3.2% |
| 3Y | +307.7% | +137.5% | +170.2% | +206.1% |
| 5Y | +213.7% | -20.9% | +234.6% | +186.8% |
| 10Y | +509.3% | +25.4% | +483.9% | +281.7% |
| All | +915.9% | +307.3% | +608.6% | +192.3% |
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