+521.8%
GLW vs BP
+124.7%
+397.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | -6.3% | -4.8% | -9.0% |
| 30D | -28.4% | -3.6% | -24.8% | -27.7% |
| 3M | -28.8% | +5.2% | -34.0% | -30.4% |
| 6M | -39.8% | +5.3% | -45.1% | -41.6% |
| YTD | +28.7% | +33.1% | -4.4% | +13.2% |
| 1Y | +27.7% | +26.3% | +1.4% | +14.4% |
| 3Y | +331.3% | +47.5% | +283.8% | +257.0% |
| 5Y | +233.4% | +106.2% | +127.3% | +132.6% |
| 10Y | +521.8% | +127.0% | +394.8% | +332.9% |
| All | +521.8% | +124.7% | +397.1% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling