+463.3%
GLW vs BG
+20.0%
+443.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.4% | +3.2% | +7.1% |
| 7D | +14.0% | +2.4% | +11.7% | +13.7% |
| 30D | +0.4% | +15.0% | -14.7% | -1.0% |
| 3M | -11.3% | -0.7% | -10.7% | -11.1% |
| 6M | +35.1% | +7.5% | +27.6% | +33.5% |
| YTD | +90.5% | +41.6% | +48.9% | +82.7% |
| 1Y | +132.0% | +50.7% | +81.4% | +119.9% |
| 3Y | +463.3% | +20.3% | +443.0% | +444.2% |
| All | +463.3% | +20.0% | +443.4% | +444.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling