+394.5%
GLW vs BTG
+75.0%
+319.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.2% |
| 7D | +16.9% | +2.4% | +14.5% | +16.2% |
| 30D | +7.0% | +9.5% | -2.5% | +4.8% |
| 3M | -3.0% | +38.5% | -41.5% | -10.2% |
| 6M | +31.0% | +5.6% | +25.3% | +27.7% |
| YTD | +93.4% | +23.9% | +69.5% | +83.8% |
| 1Y | +134.7% | +32.1% | +102.6% | +120.2% |
| 3Y | +471.8% | +103.2% | +368.6% | +394.7% |
| 5Y | +394.5% | +79.7% | +314.7% | +335.8% |
| All | +394.5% | +75.0% | +319.4% | +335.8% |
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