+891.2%
GLW vs BND
+76.8%
+814.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -0.1% | +3.9% | +3.7% |
| 30D | -1.3% | -0.4% | -1.0% | -1.5% |
| 3M | -21.8% | -0.6% | -21.2% | -22.0% |
| 6M | +6.9% | -1.4% | +8.3% | +6.1% |
| YTD | +77.2% | -0.2% | +77.4% | +76.8% |
| 1Y | +123.2% | +1.3% | +122.0% | +124.2% |
| 3Y | +400.0% | +13.2% | +386.8% | +428.1% |
| 5Y | +342.8% | -1.6% | +344.4% | +313.9% |
| 10Y | +771.4% | +15.5% | +755.9% | +871.9% |
| All | +891.2% | +76.8% | +814.5% | +1,518.9% |
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