+394.5%
GLW vs BTDR
+24.7%
+369.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +16.9% | +14.8% | +2.1% | +15.3% |
| 30D | +7.0% | +41.8% | -34.8% | +3.1% |
| 3M | -3.0% | -29.2% | +26.2% | -0.9% |
| 6M | +31.0% | +66.2% | -35.2% | +24.7% |
| YTD | +93.4% | +10.0% | +83.4% | +88.9% |
| 1Y | +134.7% | -11.0% | +145.7% | +130.0% |
| 3Y | +471.8% | +6.9% | +464.9% | +427.4% |
| 5Y | +394.5% | +24.7% | +369.8% | +323.1% |
| All | +394.5% | +24.7% | +369.8% | +323.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling