+463.3%
GLW vs BND
+13.3%
+450.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.6% | +7.6% |
| 7D | +14.0% | +0.1% | +13.9% | +13.9% |
| 30D | +0.4% | -0.4% | +0.7% | +0.7% |
| 3M | -11.3% | -0.2% | -11.1% | -11.0% |
| 6M | +35.1% | -1.2% | +36.2% | +36.6% |
| YTD | +90.5% | -0.3% | +90.9% | +91.8% |
| 1Y | +132.0% | +0.4% | +131.6% | +132.7% |
| 3Y | +463.3% | +13.4% | +449.9% | +423.1% |
| All | +463.3% | +13.3% | +450.1% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 3y: compounded portfolio wealth divided by compounded BND 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…
3y analysis · Full analysis span regression · 6 months rolling