+390.7%
GLW vs BITO
-6.8%
+397.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +7.9% |
| 7D | +14.0% | +1.5% | +12.5% | +13.6% |
| 30D | +0.4% | +20.0% | -19.7% | -2.9% |
| 3M | -11.3% | +22.8% | -34.1% | -14.5% |
| 6M | +35.1% | +13.1% | +22.0% | +32.0% |
| YTD | +90.5% | -12.5% | +103.0% | +92.6% |
| 1Y | +132.0% | -32.6% | +164.6% | +143.2% |
| 3Y | +463.3% | +151.0% | +312.3% | +373.7% |
| All | +390.7% | -6.8% | +397.5% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling