+212.6%
GLW vs BBWI
-67.9%
+280.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.2% |
| 7D | -13.9% | -6.2% | -7.7% | -12.9% |
| 30D | -35.0% | +19.9% | -54.9% | -37.4% |
| 3M | -32.4% | +7.1% | -39.5% | -33.7% |
| 6M | -41.3% | +13.7% | -55.0% | -43.5% |
| YTD | +21.8% | +9.6% | +12.3% | +16.9% |
| 1Y | +21.8% | -1.6% | +23.5% | +18.5% |
| 3Y | +307.7% | -25.9% | +333.5% | +299.5% |
| All | +212.6% | -67.9% | +280.5% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling