+1,035.5%
GLW vs BG
+940.3%
+95.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.6% | +7.2% |
| 7D | +1.4% | +3.4% | -1.9% | +0.4% |
| 30D | -18.2% | -3.8% | -14.4% | -17.4% |
| 3M | -24.2% | -9.6% | -14.6% | -22.2% |
| 6M | -41.7% | -19.5% | -22.2% | -38.6% |
| YTD | +38.3% | +14.6% | +23.7% | +29.9% |
| 1Y | +38.2% | +6.6% | +31.6% | +32.6% |
| 3Y | +363.4% | +4.7% | +358.7% | +335.3% |
| 5Y | +254.6% | +22.1% | +232.5% | +208.7% |
| 10Y | +562.0% | +109.2% | +452.8% | +354.1% |
| All | +1,035.5% | +940.3% | +95.2% | +665.9% |
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 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