+526.0%
GLW vs BBY
+288.1%
+237.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | +7.7% | +4.5% | +3.3% | +6.5% |
| 30D | -18.8% | +16.8% | -35.6% | -23.0% |
| 3M | -27.7% | +23.2% | -51.0% | -33.1% |
| 6M | -44.4% | +91.9% | -136.4% | -56.4% |
| YTD | +31.3% | +61.6% | -30.4% | +7.6% |
| 1Y | +40.0% | +43.9% | -3.8% | +19.7% |
| 3Y | +339.2% | +88.6% | +250.6% | +223.3% |
| 5Y | +229.2% | -3.1% | +232.3% | +201.3% |
| All | +526.0% | +288.1% | +237.8% | +280.4% |
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