+471.0%
GLW vs BOXX
+14.7%
+456.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.3% |
| 7D | +7.8% | +0.1% | +7.8% | +8.2% |
| 30D | -0.4% | +0.3% | -0.7% | +1.6% |
| 3M | -5.6% | +1.0% | -6.6% | +0.5% |
| 6M | +26.7% | +1.9% | +24.8% | +37.1% |
| YTD | +91.0% | +2.7% | +88.4% | +105.5% |
| 1Y | +122.4% | +4.0% | +118.4% | +136.3% |
| 3Y | +471.0% | +14.7% | +456.3% | +467.0% |
| All | +471.0% | +14.7% | +456.3% | +467.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling