+40.6%
GLW vs BLK
+17.9%
+22.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.3% | -7.6% |
| 7D | -9.5% | +5.7% | -15.2% | -11.3% |
| 30D | -25.5% | +14.8% | -40.3% | -29.2% |
| 3M | -25.6% | +8.8% | -34.4% | -28.2% |
| 6M | -25.5% | +17.6% | -43.1% | -29.7% |
| YTD | +36.4% | +16.3% | +20.1% | +24.4% |
| 1Y | +40.6% | +18.0% | +22.6% | +27.5% |
| All | +40.6% | +17.9% | +22.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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