+362.7%
GLW vs BIL
+13.4%
+349.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.8% |
| 30D | -18.2% | 0.0% | -18.2% | -17.5% |
| 3M | -24.2% | +0.6% | -24.8% | -16.6% |
| 6M | -41.7% | +1.5% | -43.2% | -25.9% |
| YTD | +38.3% | +2.8% | +35.5% | +92.5% |
| 1Y | +38.2% | +3.3% | +34.8% | +97.9% |
| All | +362.7% | +13.4% | +349.3% | +368.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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