+122.4%
GLW vs BLK
-0.2%
+122.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +7.8% | -3.3% | +11.1% | +8.9% |
| 30D | -0.4% | -6.5% | +6.1% | +1.5% |
| 3M | -5.6% | +6.7% | -12.3% | -9.0% |
| 6M | +26.7% | +14.7% | +12.0% | +17.3% |
| YTD | +91.0% | +2.5% | +88.5% | +84.9% |
| 1Y | +122.4% | -2.8% | +125.2% | +120.5% |
| All | +122.4% | -0.2% | +122.6% | +120.5% |
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