+233.4%
GLW vs BTI
+154.6%
+78.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.4% |
| 7D | -11.1% | -0.1% | -11.0% | -11.2% |
| 30D | -28.4% | +9.6% | -38.0% | -29.3% |
| 3M | -28.8% | +8.3% | -37.1% | -29.6% |
| 6M | -39.8% | +7.5% | -47.3% | -41.1% |
| YTD | +28.7% | +12.3% | +16.5% | +25.2% |
| 1Y | +27.7% | +16.2% | +11.5% | +23.4% |
| 3Y | +331.3% | +148.0% | +183.3% | +232.0% |
| 5Y | +233.4% | +153.2% | +80.2% | +140.5% |
| All | +233.4% | +154.6% | +78.9% | +140.5% |
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