+421.2%
GLW vs BTI
+114.2%
+307.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.7% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | -1.3% | -6.6% | +5.3% | -0.9% |
| 3M | -21.8% | -3.0% | -18.8% | -22.6% |
| 6M | +6.9% | -6.7% | +13.6% | +6.7% |
| YTD | +77.2% | +0.6% | +76.6% | +75.8% |
| 1Y | +123.2% | +5.6% | +117.6% | +121.8% |
| All | +421.2% | +114.2% | +307.0% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling