+244.0%
GLW vs BTG
+30.7%
+213.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | +0.1% |
| 7D | +15.5% | -5.9% | +21.4% | +17.1% |
| 30D | -19.6% | -5.0% | -14.6% | -18.9% |
| 3M | -28.5% | -4.5% | -24.0% | -28.1% |
| 6M | -39.5% | -7.0% | -32.5% | -39.2% |
| YTD | +37.2% | +11.4% | +25.8% | +33.0% |
| 1Y | +35.4% | +20.1% | +15.3% | +29.7% |
| 3Y | +359.7% | +81.5% | +278.2% | +305.2% |
| 5Y | +244.0% | +32.1% | +211.9% | +221.8% |
| All | +244.0% | +30.7% | +213.3% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling