+4,893.4%
GLW vs BKR
+575.7%
+4,317.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.4% |
| 7D | +14.0% | +0.4% | +13.6% | +13.9% |
| 30D | +0.4% | +3.9% | -3.5% | -0.7% |
| 3M | -11.3% | -1.1% | -10.3% | -11.1% |
| 6M | +35.1% | +7.6% | +27.4% | +32.6% |
| YTD | +90.5% | +41.9% | +48.7% | +74.0% |
| 1Y | +132.0% | +42.2% | +89.8% | +111.2% |
| 3Y | +463.3% | +84.3% | +379.1% | +372.4% |
| 5Y | +382.5% | +215.7% | +166.8% | +240.8% |
| 10Y | +837.6% | +130.9% | +706.8% | +561.0% |
| All | +4,893.4% | +575.7% | +4,317.7% | +2,403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling