+374.6%
GLW vs BKR
+174.4%
+200.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.5% | -1.1% |
| 7D | +11.7% | -6.7% | +18.4% | +14.1% |
| 30D | +2.7% | -8.3% | +11.0% | +5.5% |
| 3M | -2.8% | -5.4% | +2.6% | -1.3% |
| 6M | +20.2% | +0.8% | +19.4% | +20.1% |
| YTD | +87.3% | +31.8% | +55.4% | +74.6% |
| 1Y | +119.6% | +28.6% | +91.0% | +105.6% |
| 3Y | +453.7% | +71.2% | +382.4% | +379.2% |
| All | +374.6% | +174.4% | +200.2% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 5y: compounded portfolio wealth divided by compounded BKR 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…
5y analysis · Full analysis span regression · 6 months rolling