+695.5%
GLW vs BR
+1,473.8%
-778.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +15.5% | -1.3% | +16.8% | +16.2% |
| 30D | -19.6% | +13.7% | -33.2% | -24.6% |
| 3M | -28.5% | +13.8% | -42.3% | -33.9% |
| 6M | -39.5% | +29.7% | -69.2% | -49.0% |
| YTD | +37.2% | -12.6% | +49.8% | +38.7% |
| 1Y | +35.4% | -12.4% | +47.9% | +36.5% |
| 3Y | +359.7% | +14.1% | +345.6% | +291.0% |
| 5Y | +244.0% | +18.7% | +225.3% | +180.2% |
| 10Y | +556.7% | +276.2% | +280.5% | +180.6% |
| All | +695.5% | +1,473.8% | -778.3% | +52.7% |
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