+596.6%
GLW vs BTG
+332.2%
+264.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | +7.7% | -9.1% | +16.8% | +8.6% |
| 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% | -44.3% |
| YTD | +31.3% | +10.2% | +21.1% | +29.9% |
| 1Y | +40.0% | +21.3% | +18.8% | +37.8% |
| 3Y | +339.2% | +82.7% | +256.5% | +317.7% |
| 5Y | +229.2% | +30.8% | +198.4% | +216.5% |
| 10Y | +528.4% | +163.7% | +364.7% | +468.1% |
| All | +596.6% | +332.2% | +264.4% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling