+123.2%
GLW vs BTG
+38.4%
+84.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.2% |
| 7D | +3.8% | -0.9% | +4.6% | +3.9% |
| 30D | -1.3% | +36.8% | -38.2% | -12.6% |
| 3M | -21.8% | +23.1% | -44.9% | -28.1% |
| 6M | +6.9% | +3.5% | +3.4% | +3.0% |
| YTD | +77.2% | +25.5% | +51.7% | +62.5% |
| 1Y | +123.2% | +40.1% | +83.2% | +101.0% |
| All | +123.2% | +38.4% | +84.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling