+542.4%
GLW vs BP
+132.1%
+410.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.1% | +9.2% |
| 7D | -5.9% | -6.9% | +1.0% | -3.5% |
| 30D | -26.0% | -3.6% | -22.4% | -25.2% |
| 3M | -29.9% | +8.4% | -38.3% | -32.2% |
| 6M | -37.8% | +5.3% | -43.1% | -39.7% |
| YTD | +33.1% | +33.2% | 0.0% | +17.1% |
| 1Y | +36.8% | +28.2% | +8.7% | +21.9% |
| 3Y | +356.1% | +49.2% | +306.8% | +275.8% |
| 5Y | +243.8% | +102.9% | +140.9% | +141.4% |
| 10Y | +542.4% | +127.7% | +414.7% | +348.4% |
| All | +542.4% | +132.1% | +410.3% | +348.4% |
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