+542.4%
GLW vs BN
+289.4%
+253.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.8% | +5.4% | +7.1% |
| 7D | -5.9% | +3.6% | -9.5% | -7.8% |
| 30D | -26.0% | +15.9% | -41.8% | -32.2% |
| 3M | -29.9% | -2.3% | -27.5% | -29.3% |
| 6M | -37.8% | -8.4% | -29.3% | -35.3% |
| YTD | +33.1% | -5.9% | +39.0% | +35.9% |
| 1Y | +36.8% | -5.6% | +42.4% | +39.7% |
| 3Y | +356.1% | +104.2% | +251.9% | +189.3% |
| 5Y | +243.8% | +35.5% | +208.3% | +169.8% |
| 10Y | +542.4% | +285.2% | +257.2% | +175.1% |
| All | +542.4% | +289.4% | +253.0% | +175.1% |
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