+233.6%
GLW vs BTDR
-38.7%
+272.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.8% | +12.0% | +0.7% |
| 7D | +15.5% | +15.4% | +0.1% | +13.6% |
| 30D | -19.6% | -33.4% | +13.9% | -16.1% |
| 3M | -28.5% | -32.0% | +3.5% | -25.8% |
| 6M | -39.5% | -52.2% | +12.7% | -35.4% |
| YTD | +37.2% | -45.3% | +82.5% | +43.9% |
| 1Y | +35.4% | -56.0% | +91.5% | +43.6% |
| 3Y | +359.7% | +54.4% | +305.3% | +341.5% |
| 5Y | +244.0% | -38.5% | +282.5% | +230.0% |
| All | +233.6% | -38.7% | +272.3% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling