+119.6%
GLW vs BR
-31.2%
+150.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.1% |
| 7D | +11.7% | -6.0% | +17.7% | +5.9% |
| 30D | +2.7% | -0.9% | +3.5% | +2.8% |
| 3M | -2.8% | +16.4% | -19.2% | +17.2% |
| 6M | +20.2% | -8.2% | +28.3% | +27.1% |
| YTD | +87.3% | -23.2% | +110.5% | +83.2% |
| 1Y | +119.6% | -30.9% | +150.5% | +111.3% |
| All | +119.6% | -31.2% | +150.8% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling