+232.7%
GLW vs BP
+113.6%
+119.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.5% |
| 7D | +7.7% | +3.8% | +3.9% | +7.0% |
| 30D | -18.8% | -5.3% | -13.5% | -18.0% |
| 3M | -27.7% | +9.3% | -37.0% | -29.3% |
| 6M | -44.4% | +7.2% | -51.7% | -45.5% |
| YTD | +31.3% | +38.0% | -6.8% | +19.0% |
| 1Y | +40.0% | +33.2% | +6.8% | +28.0% |
| 3Y | +339.2% | +50.3% | +288.9% | +282.6% |
| All | +232.7% | +113.6% | +119.1% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling