+3,524.4%
GLW vs BTI
+6,795.3%
-3,270.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +1.4% | -3.0% | +4.5% | +2.1% |
| 30D | -18.2% | +9.8% | -28.0% | -20.2% |
| 3M | -24.2% | +9.2% | -33.4% | -26.3% |
| 6M | -41.7% | +4.0% | -45.8% | -43.2% |
| YTD | +38.3% | +12.7% | +25.6% | +32.6% |
| 1Y | +38.2% | +15.9% | +22.2% | +31.7% |
| 3Y | +363.4% | +148.9% | +214.5% | +263.2% |
| 5Y | +254.6% | +152.8% | +101.8% | +175.6% |
| 10Y | +562.0% | +124.2% | +437.7% | +418.9% |
| All | +3,524.4% | +6,795.3% | -3,270.9% | +1,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling