+40.0%
GLW vs BTG
+17.5%
+22.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | +7.7% | -9.1% | +16.8% | +11.6% |
| 30D | -18.8% | -1.6% | -17.2% | -18.8% |
| 3M | -27.7% | -2.8% | -24.9% | -27.7% |
| 6M | -44.4% | -7.6% | -36.8% | -42.9% |
| YTD | +31.3% | +10.2% | +21.1% | +24.3% |
| 1Y | +40.0% | +21.3% | +18.8% | +25.8% |
| All | +40.0% | +17.5% | +22.5% | +25.8% |
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