+863.6%
GLW vs BTI
+70.9%
+792.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +16.9% | -2.4% | +19.3% | +17.8% |
| 30D | +7.0% | -4.8% | +11.8% | +8.5% |
| 3M | -3.0% | -8.1% | +5.1% | -1.5% |
| 6M | +31.0% | -4.2% | +35.2% | +30.5% |
| YTD | +93.4% | -1.3% | +94.7% | +91.1% |
| 1Y | +134.7% | +2.1% | +132.6% | +128.7% |
| 3Y | +471.8% | +108.9% | +362.9% | +309.0% |
| 5Y | +394.5% | +114.5% | +280.0% | +243.7% |
| All | +863.6% | +70.9% | +792.7% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling