+3,093.2%
GLW vs BN
+15,687.7%
-12,594.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -13.9% | +5.3% | -19.3% | -16.1% |
| 30D | -35.0% | +11.9% | -46.9% | -38.3% |
| 3M | -32.4% | -5.7% | -26.6% | -30.9% |
| 6M | -41.3% | -10.6% | -30.7% | -39.0% |
| YTD | +21.8% | -9.4% | +31.2% | +26.1% |
| 1Y | +21.8% | -8.8% | +30.6% | +25.9% |
| 3Y | +307.7% | +95.6% | +212.0% | +198.2% |
| 5Y | +213.7% | +30.2% | +183.6% | +166.9% |
| 10Y | +509.3% | +277.0% | +232.2% | +232.1% |
| All | +3,093.2% | +15,687.7% | -12,594.5% | +708.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling