+833.1%
GLW vs BR
+190.5%
+642.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +11.7% | -6.0% | +17.7% | +14.2% |
| 30D | +2.7% | -0.9% | +3.5% | +2.4% |
| 3M | -2.8% | +16.4% | -19.2% | -10.8% |
| 6M | +20.2% | -8.2% | +28.3% | +22.1% |
| YTD | +87.3% | -23.2% | +110.5% | +106.9% |
| 1Y | +119.6% | -30.9% | +150.5% | +156.7% |
| 3Y | +453.7% | -5.0% | +458.7% | +421.1% |
| 5Y | +376.1% | +8.8% | +367.3% | +299.3% |
| All | +833.1% | +190.5% | +642.5% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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