+847.4%
GLW vs BIL
+30.4%
+817.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.9% |
| 7D | +3.8% | +0.1% | +3.7% | +4.3% |
| 30D | -1.3% | +0.3% | -1.7% | +0.7% |
| 3M | -21.8% | +0.9% | -22.8% | -17.0% |
| 6M | +6.9% | +1.8% | +5.1% | +19.7% |
| YTD | +77.2% | +2.4% | +74.7% | +105.6% |
| 1Y | +123.2% | +3.7% | +119.5% | +179.6% |
| 3Y | +400.0% | +14.2% | +385.8% | +1,049.1% |
| 5Y | +342.8% | +19.4% | +323.4% | +1,271.6% |
| 10Y | +771.4% | +25.2% | +746.2% | +3,671.9% |
| All | +847.4% | +30.4% | +817.0% | +4,149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling