-44.4%
GLW vs BG
-19.2%
-25.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.8% |
| 7D | +7.7% | +2.6% | +5.2% | +8.6% |
| 30D | -18.8% | -6.7% | -12.2% | -20.3% |
| 3M | -27.7% | -9.3% | -18.5% | -28.9% |
| 6M | -44.4% | -18.3% | -26.1% | -47.5% |
| All | -44.4% | -19.2% | -25.2% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling