+254.6%
GLW vs BND
-1.2%
+255.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | -18.2% | +1.6% | -19.8% | -19.2% |
| 3M | -24.2% | -0.5% | -23.7% | -24.0% |
| 6M | -41.7% | -1.1% | -40.7% | -41.2% |
| YTD | +38.3% | -0.7% | +39.0% | +39.3% |
| 1Y | +38.2% | -0.7% | +38.8% | +39.2% |
| 3Y | +363.4% | +14.4% | +348.9% | +334.3% |
| 5Y | +254.6% | -1.1% | +255.6% | +187.2% |
| All | +254.6% | -1.2% | +255.8% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling