+833.1%
GLW vs BG
+171.4%
+661.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.4% |
| 7D | +11.7% | +3.7% | +8.0% | +10.5% |
| 30D | +2.7% | +12.3% | -9.7% | -1.0% |
| 3M | -2.8% | -2.2% | -0.6% | -2.8% |
| 6M | +20.2% | +5.3% | +14.8% | +16.8% |
| YTD | +87.3% | +42.4% | +44.9% | +65.5% |
| 1Y | +119.6% | +55.2% | +64.4% | +87.5% |
| 3Y | +453.7% | +21.0% | +432.7% | +402.9% |
| 5Y | +376.1% | +87.1% | +288.9% | +254.9% |
| All | +833.1% | +171.4% | +661.7% | +457.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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