+673.8%
GLW vs BND
+75.9%
+597.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.2% |
| 30D | -18.2% | +1.6% | -19.8% | -17.8% |
| 3M | -24.2% | -0.5% | -23.7% | -24.3% |
| 6M | -41.7% | -1.1% | -40.7% | -42.0% |
| YTD | +38.3% | -0.7% | +39.0% | +37.8% |
| 1Y | +38.2% | -0.7% | +38.8% | +37.7% |
| 3Y | +363.4% | +14.4% | +348.9% | +393.6% |
| 5Y | +254.6% | -1.1% | +255.6% | +233.7% |
| 10Y | +562.0% | +17.9% | +544.1% | +660.9% |
| All | +673.8% | +75.9% | +597.9% | +1,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling