+478.1%
GLW vs BLK
+64.8%
+413.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.5% |
| 7D | +16.9% | -2.7% | +19.5% | +18.3% |
| 30D | +7.0% | -4.8% | +11.7% | +9.1% |
| 3M | -3.0% | +6.5% | -9.4% | -7.8% |
| 6M | +31.0% | +13.1% | +17.8% | +20.4% |
| YTD | +93.4% | +1.8% | +91.6% | +88.0% |
| 1Y | +134.7% | -1.0% | +135.7% | +131.0% |
| All | +478.1% | +64.8% | +413.3% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling