-11.3%
GLW vs BNY
+14.3%
-25.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.8% | +7.7% |
| 7D | +14.0% | +1.5% | +12.6% | +13.6% |
| 30D | +0.4% | +3.3% | -3.0% | +0.6% |
| 3M | -11.3% | +15.3% | -26.7% | -3.4% |
| All | -11.3% | +14.3% | -25.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3mo: compounded portfolio wealth divided by compounded BNY 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…
3mo analysis · Full analysis span regression · Available span rolling