+4,542.6%
GLW vs BP
+1,327.5%
+3,215.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | +3.8% | +3.9% | -0.2% | +2.2% |
| 30D | -1.3% | +7.6% | -9.0% | -4.3% |
| 3M | -21.8% | +0.7% | -22.5% | -22.6% |
| 6M | +6.9% | +15.5% | -8.6% | -0.8% |
| YTD | +77.2% | +30.8% | +46.3% | +56.4% |
| 1Y | +123.2% | +34.3% | +88.9% | +94.6% |
| 3Y | +400.0% | +35.1% | +364.9% | +325.2% |
| 5Y | +342.8% | +126.8% | +216.0% | +197.0% |
| 10Y | +771.4% | +123.4% | +648.0% | +453.3% |
| All | +4,542.6% | +1,327.5% | +3,215.1% | +1,700.1% |
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 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