+977.8%
GLW vs BG
+954.5%
+23.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.8% |
| 7D | +7.7% | +2.6% | +5.2% | +6.9% |
| 30D | -18.8% | -6.7% | -12.2% | -17.2% |
| 3M | -27.7% | -9.3% | -18.5% | -26.0% |
| 6M | -44.4% | -18.3% | -26.1% | -41.7% |
| YTD | +31.3% | +16.2% | +15.1% | +22.7% |
| 1Y | +40.0% | +7.6% | +32.5% | +34.0% |
| 3Y | +339.2% | +6.6% | +332.7% | +310.1% |
| 5Y | +229.2% | +22.2% | +207.0% | +186.5% |
| 10Y | +528.4% | +112.0% | +416.4% | +329.1% |
| All | +977.8% | +954.5% | +23.3% | +623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling