+254.6%
GLW vs BTDR
-29.7%
+284.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.7% | -2.2% | +6.3% |
| 7D | +1.4% | +7.7% | -6.2% | +0.6% |
| 30D | -18.2% | -24.1% | +5.9% | -15.9% |
| 3M | -24.2% | -19.1% | -5.1% | -22.7% |
| 6M | -41.7% | -46.6% | +4.9% | -38.6% |
| YTD | +38.3% | -37.3% | +75.6% | +42.9% |
| 1Y | +38.2% | -53.2% | +91.4% | +45.0% |
| 3Y | +363.4% | +77.1% | +286.3% | +338.2% |
| 5Y | +254.6% | -29.7% | +284.3% | +228.4% |
| All | +254.6% | -29.7% | +284.3% | +228.4% |
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