+382.5%
GLW vs BTI
+115.0%
+267.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +7.6% |
| 7D | +14.0% | -1.4% | +15.4% | +14.3% |
| 30D | +0.4% | -7.0% | +7.4% | +1.6% |
| 3M | -11.3% | -6.3% | -5.0% | -11.1% |
| 6M | +35.1% | -2.0% | +37.0% | +33.6% |
| YTD | +90.5% | +0.2% | +90.3% | +88.2% |
| 1Y | +132.0% | +3.8% | +128.2% | +127.7% |
| 3Y | +463.3% | +112.1% | +351.2% | +347.1% |
| 5Y | +382.5% | +113.6% | +268.9% | +266.3% |
| All | +382.5% | +115.0% | +267.5% | +266.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling