+485.7%
GLW vs BOXX
+18.4%
+467.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | +0.1% | +16.8% | +17.2% |
| 30D | +7.0% | +0.3% | +6.7% | +8.8% |
| 3M | -3.0% | +1.0% | -3.9% | +1.9% |
| 6M | +31.0% | +1.9% | +29.1% | +39.4% |
| YTD | +93.4% | +2.6% | +90.8% | +104.8% |
| 1Y | +134.7% | +4.0% | +130.7% | +145.9% |
| 3Y | +471.8% | +14.6% | +457.2% | +458.3% |
| All | +485.7% | +18.4% | +467.3% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling