+355.3%
GLW vs BTDR
+15.3%
+340.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.5% |
| 7D | +11.7% | -3.2% | +14.9% | +12.1% |
| 30D | +2.7% | +32.7% | -30.0% | -0.4% |
| 3M | -2.8% | -28.4% | +25.6% | -0.8% |
| 6M | +20.2% | +51.7% | -31.6% | +15.4% |
| YTD | +87.3% | +2.9% | +84.4% | +84.2% |
| 1Y | +119.6% | -15.5% | +135.1% | +116.4% |
| 3Y | +453.7% | 0.0% | +453.7% | +414.3% |
| 5Y | +376.1% | +16.5% | +359.6% | +329.8% |
| All | +355.3% | +15.3% | +340.0% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling