+384.1%
GLW vs BRKR
-39.7%
+423.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +7.8% | -8.7% | +16.5% | +9.8% |
| 30D | -0.4% | -9.9% | +9.4% | +1.5% |
| 3M | -5.6% | -3.1% | -2.5% | -6.6% |
| 6M | +26.7% | +45.5% | -18.8% | +13.6% |
| YTD | +91.0% | +13.7% | +77.4% | +79.0% |
| 1Y | +122.4% | +67.4% | +55.0% | +90.4% |
| 3Y | +471.0% | -13.2% | +484.2% | +436.7% |
| All | +384.1% | -39.7% | +423.9% | +355.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling