+478.1%
GLW vs BR
-5.1%
+483.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | +16.9% | -5.0% | +21.9% | +15.4% |
| 30D | +7.0% | -2.5% | +9.4% | +6.6% |
| 3M | -3.0% | +13.5% | -16.5% | +1.5% |
| 6M | +31.0% | -9.4% | +40.4% | +39.5% |
| YTD | +93.4% | -23.3% | +116.7% | +114.9% |
| 1Y | +134.7% | -31.6% | +166.3% | +171.6% |
| All | +478.1% | -5.1% | +483.2% | +474.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling