+851.8%
GLW vs BLK
+283.5%
+568.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.0% |
| 7D | +7.8% | -3.3% | +11.1% | +10.0% |
| 30D | -0.4% | -6.5% | +6.1% | +3.5% |
| 3M | -5.6% | +6.7% | -12.3% | -11.4% |
| 6M | +26.7% | +14.7% | +12.0% | +13.6% |
| YTD | +91.0% | +2.5% | +88.5% | +83.8% |
| 1Y | +122.4% | -2.8% | +125.2% | +121.0% |
| 3Y | +471.0% | +65.9% | +405.1% | +288.1% |
| 5Y | +385.6% | +33.0% | +352.7% | +274.9% |
| All | +851.8% | +283.5% | +568.3% | +256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling