+19.8%
GLW vs BRKR
+47.8%
-28.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.0% | -3.9% | -11.1% |
| 7D | -19.7% | -6.4% | -13.4% | -18.5% |
| 30D | -38.8% | -4.0% | -34.8% | -38.1% |
| 3M | -33.9% | +10.7% | -44.6% | -35.1% |
| 6M | -36.0% | +53.0% | -89.0% | -45.0% |
| YTD | +18.7% | +23.6% | -4.9% | 0.0% |
| 1Y | +19.8% | +45.0% | -25.3% | -5.3% |
| All | +19.8% | +47.8% | -28.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling