+851.8%
GLW vs BBY
+252.7%
+599.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.0% |
| 7D | +7.8% | +0.6% | +7.3% | +7.6% |
| 30D | -0.4% | +9.4% | -9.8% | -3.6% |
| 3M | -5.6% | +19.3% | -24.9% | -11.6% |
| 6M | +26.7% | +47.9% | -21.2% | +8.8% |
| YTD | +91.0% | +39.6% | +51.5% | +65.6% |
| 1Y | +122.4% | +22.2% | +100.2% | +101.6% |
| 3Y | +471.0% | +45.0% | +426.0% | +364.7% |
| 5Y | +385.6% | +2.6% | +383.1% | +332.6% |
| All | +851.8% | +252.7% | +599.1% | +516.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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