+1,021.5%
GLW vs BLK
+13,120.9%
-12,099.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +10.0% | +8.8% |
| 7D | +14.0% | -2.9% | +16.9% | +15.6% |
| 30D | +0.4% | -3.6% | +4.0% | +1.9% |
| 3M | -11.3% | +10.1% | -21.5% | -16.9% |
| 6M | +35.1% | +15.3% | +19.8% | +24.1% |
| YTD | +90.5% | +3.5% | +87.1% | +84.5% |
| 1Y | +132.0% | +0.7% | +131.3% | +127.3% |
| 3Y | +463.3% | +68.7% | +394.6% | +322.8% |
| 5Y | +382.5% | +33.1% | +349.4% | +300.6% |
| 10Y | +837.6% | +274.2% | +563.4% | +371.9% |
| All | +1,021.5% | +13,120.9% | -12,099.4% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling