+31.0%
GLW vs BRO
-8.1%
+39.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | -1.2% |
| 7D | +16.9% | -7.6% | +24.5% | +7.2% |
| 30D | +7.0% | -6.9% | +13.8% | -0.1% |
| 3M | -3.0% | +12.8% | -15.8% | +11.2% |
| 6M | +31.0% | -5.9% | +36.8% | +44.2% |
| All | +31.0% | -8.1% | +39.1% | +44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling