+40.6%
GLW vs BITO
-25.7%
+66.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.7% | -6.8% |
| 7D | -9.5% | -1.9% | -7.5% | -8.9% |
| 30D | -25.5% | -6.7% | -18.7% | -23.7% |
| 3M | -25.6% | +23.1% | -48.6% | -30.8% |
| 6M | -25.5% | -2.0% | -23.5% | -24.9% |
| YTD | +36.4% | -11.4% | +47.7% | +36.3% |
| 1Y | +40.6% | -23.4% | +64.0% | +47.2% |
| All | +40.6% | -25.7% | +66.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling