+339.2%
GLW vs BTG
+82.1%
+257.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +7.7% | -9.1% | +16.8% | +10.2% |
| 30D | -18.8% | -1.6% | -17.2% | -18.8% |
| 3M | -27.7% | -2.8% | -24.9% | -27.6% |
| 6M | -44.4% | -7.6% | -36.8% | -44.0% |
| YTD | +31.3% | +10.2% | +21.1% | +27.6% |
| 1Y | +40.0% | +21.3% | +18.8% | +34.4% |
| 3Y | +339.2% | +82.7% | +256.5% | +298.8% |
| All | +339.2% | +82.1% | +257.2% | +298.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling