+471.0%
GLW vs BRO
-7.6%
+478.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +1.9% |
| 7D | +7.8% | -7.3% | +15.2% | +4.5% |
| 30D | -0.4% | -6.9% | +6.4% | -3.0% |
| 3M | -5.6% | +10.7% | -16.2% | -1.6% |
| 6M | +26.7% | -2.7% | +29.4% | +31.0% |
| YTD | +91.0% | -16.3% | +107.4% | +95.1% |
| 1Y | +122.4% | -29.1% | +151.5% | +130.1% |
| 3Y | +471.0% | -7.8% | +478.8% | +467.0% |
| All | +471.0% | -7.6% | +478.6% | +467.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling