+4,542.6%
GLW vs BTI
+6,053.4%
-1,510.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | +3.8% | -1.4% | +5.2% | +4.1% |
| 30D | -1.3% | -6.6% | +5.3% | +0.1% |
| 3M | -21.8% | -3.0% | -18.8% | -22.0% |
| 6M | +6.9% | -6.7% | +13.6% | +7.7% |
| YTD | +77.2% | +0.6% | +76.6% | +75.5% |
| 1Y | +123.2% | +5.6% | +117.6% | +118.4% |
| 3Y | +400.0% | +110.3% | +289.7% | +310.1% |
| 5Y | +342.8% | +114.3% | +228.5% | +259.8% |
| 10Y | +771.4% | +67.7% | +703.7% | +630.4% |
| All | +4,542.6% | +6,053.4% | -1,510.8% | +2,416.4% |
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