+833.1%
GLW vs BTG
+158.3%
+674.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | +11.7% | -5.5% | +17.2% | +12.4% |
| 30D | +2.7% | +6.1% | -3.4% | +1.9% |
| 3M | -2.8% | +38.6% | -41.5% | -6.7% |
| 6M | +20.2% | +0.7% | +19.5% | +19.1% |
| YTD | +87.3% | +20.3% | +66.9% | +83.0% |
| 1Y | +119.6% | +25.0% | +94.5% | +113.6% |
| 3Y | +453.7% | +97.3% | +356.4% | +418.0% |
| 5Y | +376.1% | +78.3% | +297.7% | +345.8% |
| All | +833.1% | +158.3% | +674.8% | +796.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling