+3,093.2%
GLW vs BP
+1,351.0%
+1,742.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | -11.6% | -2.3% | -9.8% |
| 30D | -35.0% | 0.0% | -35.0% | -35.2% |
| 3M | -32.4% | +6.7% | -39.1% | -34.5% |
| 6M | -41.3% | +2.2% | -43.5% | -42.7% |
| YTD | +21.8% | +33.0% | -11.1% | +6.4% |
| 1Y | +21.8% | +30.7% | -8.9% | +6.9% |
| 3Y | +307.7% | +44.2% | +263.5% | +237.2% |
| 5Y | +213.7% | +105.1% | +108.6% | +118.5% |
| 10Y | +509.3% | +133.5% | +375.7% | +278.8% |
| All | +3,093.2% | +1,351.0% | +1,742.3% | +1,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling