+478.1%
GLW vs BBY
+38.4%
+439.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +16.9% | +1.2% | +15.7% | +16.7% |
| 30D | +7.0% | +6.8% | +0.2% | +5.7% |
| 3M | -3.0% | +18.7% | -21.7% | -6.4% |
| 6M | +31.0% | +37.3% | -6.3% | +22.1% |
| YTD | +93.4% | +35.3% | +58.1% | +79.7% |
| 1Y | +134.7% | +20.7% | +114.1% | +125.2% |
| All | +478.1% | +38.4% | +439.6% | +398.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling