+837.6%
GLW vs BN
+259.6%
+578.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.6% | +10.1% | +9.0% |
| 7D | +14.0% | -1.2% | +15.2% | +14.6% |
| 30D | +0.4% | -10.9% | +11.3% | +6.7% |
| 3M | -11.3% | -11.1% | -0.3% | -6.1% |
| 6M | +35.1% | -4.4% | +39.4% | +37.4% |
| YTD | +90.5% | -14.1% | +104.7% | +105.2% |
| 1Y | +132.0% | -11.1% | +143.1% | +144.6% |
| 3Y | +463.3% | +75.6% | +387.8% | +287.7% |
| 5Y | +382.5% | +35.8% | +346.7% | +275.1% |
| 10Y | +837.6% | +261.6% | +576.1% | +312.1% |
| All | +837.6% | +259.6% | +578.1% | +312.1% |
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