+524.5%
GLW vs BN
+290.8%
+233.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.6% |
| 7D | +7.5% | -1.0% | +8.5% | +8.3% |
| 30D | -19.0% | +14.0% | -33.0% | -25.2% |
| 3M | -27.9% | -9.0% | -18.9% | -24.3% |
| 6M | -44.6% | -8.8% | -35.7% | -42.2% |
| YTD | +31.0% | -10.3% | +41.2% | +37.4% |
| 1Y | +39.7% | -5.8% | +45.5% | +42.7% |
| 3Y | +338.2% | +94.8% | +243.4% | +185.1% |
| 5Y | +228.4% | +31.5% | +196.9% | +161.7% |
| All | +524.5% | +290.8% | +233.7% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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