+376.1%
GLW vs BR
+7.7%
+368.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +11.7% | -6.0% | +17.7% | +12.2% |
| 30D | +2.7% | -0.9% | +3.5% | +2.5% |
| 3M | -2.8% | +16.4% | -19.2% | -5.0% |
| 6M | +20.2% | -8.2% | +28.3% | +24.6% |
| YTD | +87.3% | -23.2% | +110.5% | +106.5% |
| 1Y | +119.6% | -30.9% | +150.5% | +152.9% |
| 3Y | +453.7% | -5.0% | +458.7% | +439.7% |
| 5Y | +376.1% | +8.8% | +367.3% | +307.2% |
| All | +376.1% | +7.7% | +368.4% | +307.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling