+392.0%
GLW vs BITO
-8.3%
+400.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.8% | -3.4% | +11.3% | +8.4% |
| 30D | -0.4% | +21.4% | -21.8% | -3.8% |
| 3M | -5.6% | +20.5% | -26.1% | -8.7% |
| 6M | +26.7% | +7.4% | +19.3% | +24.9% |
| YTD | +91.0% | -13.9% | +104.9% | +93.7% |
| 1Y | +122.4% | -35.1% | +157.5% | +134.4% |
| 3Y | +471.0% | +156.8% | +314.2% | +378.6% |
| All | +392.0% | -8.3% | +400.3% | +352.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling