-41.7%
GLW vs BTI
+6.8%
-48.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.9% |
| 7D | +1.4% | -3.0% | +4.5% | -1.8% |
| 30D | -18.2% | +9.8% | -28.0% | -8.1% |
| 3M | -24.2% | +9.2% | -33.4% | -13.5% |
| 6M | -41.7% | +4.0% | -45.8% | -34.5% |
| All | -41.7% | +6.8% | -48.6% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling