+562.0%
GLW vs BTI
+124.3%
+437.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +1.4% | -3.0% | +4.5% | +2.3% |
| 30D | -18.2% | +9.8% | -28.0% | -21.0% |
| 3M | -24.2% | +9.2% | -33.4% | -27.1% |
| 6M | -41.7% | +4.0% | -45.8% | -43.8% |
| YTD | +38.3% | +12.7% | +25.6% | +29.6% |
| 1Y | +38.2% | +15.9% | +22.2% | +28.3% |
| 3Y | +363.4% | +148.9% | +214.5% | +207.0% |
| 5Y | +254.6% | +152.8% | +101.8% | +129.0% |
| 10Y | +562.0% | +124.2% | +437.7% | +301.7% |
| All | +562.0% | +124.3% | +437.7% | +301.7% |
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