+463.3%
GLW vs BTDR
+8.5%
+454.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.2% | +7.3% |
| 7D | +14.0% | +22.4% | -8.4% | +11.4% |
| 30D | +0.4% | +16.5% | -16.1% | -1.8% |
| 3M | -11.3% | -31.5% | +20.1% | -9.0% |
| 6M | +35.1% | +74.0% | -39.0% | +27.2% |
| YTD | +90.5% | +13.0% | +77.5% | +85.0% |
| 1Y | +132.0% | -0.2% | +132.3% | +124.6% |
| 3Y | +463.3% | +9.9% | +453.4% | +414.3% |
| All | +463.3% | +8.5% | +454.8% | +414.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling