+40.6%
GLW vs BTG
+24.4%
+16.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.7% | -14.6% | -9.1% |
| 7D | -9.5% | -0.2% | -9.3% | -9.7% |
| 30D | -25.5% | -0.8% | -24.7% | -25.5% |
| 3M | -25.6% | +31.8% | -57.4% | -34.4% |
| 6M | -25.5% | +20.4% | -45.9% | -31.7% |
| YTD | +36.4% | +14.7% | +21.6% | +27.0% |
| 1Y | +40.6% | +29.4% | +11.3% | +24.7% |
| All | +40.6% | +24.4% | +16.2% | +24.7% |
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