+384.1%
GLW vs BNY
+256.6%
+127.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.8% | -1.3% | +9.2% | +8.6% |
| 30D | -0.4% | -0.2% | -0.3% | -0.4% |
| 3M | -5.6% | +14.9% | -20.5% | -13.6% |
| 6M | +26.7% | +40.0% | -13.3% | +3.0% |
| YTD | +91.0% | +42.0% | +49.1% | +53.5% |
| 1Y | +122.4% | +56.9% | +65.6% | +68.6% |
| 3Y | +471.0% | +289.9% | +181.1% | +156.9% |
| All | +384.1% | +256.6% | +127.6% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling