+554.2%
GLW vs BP
+141.7%
+412.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +15.5% | +2.5% | +13.0% | +14.6% |
| 30D | -19.6% | -5.6% | -14.0% | -18.1% |
| 3M | -28.5% | +8.0% | -36.5% | -30.7% |
| 6M | -39.5% | +5.7% | -45.2% | -41.4% |
| YTD | +37.2% | +36.8% | +0.4% | +19.6% |
| 1Y | +35.4% | +30.7% | +4.7% | +19.9% |
| 3Y | +359.7% | +51.6% | +308.1% | +277.0% |
| 5Y | +244.0% | +112.2% | +131.8% | +137.5% |
| All | +554.2% | +141.7% | +412.4% | +349.6% |
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