+362.7%
GLW vs BG
+5.0%
+357.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.6% | +7.4% |
| 7D | +1.4% | +3.4% | -1.9% | +1.2% |
| 30D | -18.2% | -3.8% | -14.4% | -18.0% |
| 3M | -24.2% | -9.6% | -14.6% | -23.7% |
| 6M | -41.7% | -19.5% | -22.2% | -40.6% |
| YTD | +38.3% | +14.6% | +23.7% | +35.1% |
| 1Y | +38.2% | +6.6% | +31.6% | +36.0% |
| All | +362.7% | +5.0% | +357.7% | +363.4% |
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