+927.1%
GLW vs BR
+1,321.0%
-393.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +7.3% |
| 7D | +3.8% | -5.3% | +9.0% | +6.3% |
| 30D | -1.3% | +6.4% | -7.8% | -4.9% |
| 3M | -21.8% | +13.6% | -35.4% | -28.2% |
| 6M | +6.9% | -6.7% | +13.6% | +6.1% |
| YTD | +77.2% | -21.1% | +98.3% | +90.2% |
| 1Y | +123.2% | -29.6% | +152.8% | +153.7% |
| 3Y | +400.0% | -2.4% | +402.4% | +365.4% |
| 5Y | +342.8% | +11.2% | +331.6% | +274.0% |
| 10Y | +771.4% | +191.8% | +579.6% | +327.3% |
| All | +927.1% | +1,321.0% | -393.9% | +109.5% |
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