+21.8%
GLW vs BP
+31.5%
-9.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -13.9% | -11.6% | -2.3% | -15.3% |
| 30D | -35.0% | 0.0% | -35.0% | -34.8% |
| 3M | -32.4% | +6.7% | -39.1% | -31.5% |
| 6M | -41.3% | +2.2% | -43.5% | -40.2% |
| YTD | +21.8% | +33.0% | -11.1% | +15.6% |
| 1Y | +21.8% | +30.7% | -8.9% | +16.1% |
| All | +21.8% | +31.5% | -9.6% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling