+661.2%
GLW vs BR
+1,481.8%
-820.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.5% |
| 7D | +7.7% | +1.1% | +6.7% | +7.3% |
| 30D | -18.8% | +14.4% | -33.2% | -24.2% |
| 3M | -27.7% | +12.4% | -40.2% | -32.8% |
| 6M | -44.4% | +35.4% | -79.9% | -54.1% |
| YTD | +31.3% | -12.2% | +43.5% | +32.4% |
| 1Y | +40.0% | -12.7% | +52.8% | +41.6% |
| 3Y | +339.2% | +14.3% | +325.0% | +273.5% |
| 5Y | +229.2% | +19.3% | +209.9% | +167.5% |
| 10Y | +528.4% | +278.1% | +250.2% | +167.8% |
| All | +661.2% | +1,481.8% | -820.7% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling