+38.2%
GLW vs BTSG
+116.3%
-78.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.4% |
| 7D | +1.4% | +4.0% | -2.6% | 0.0% |
| 30D | -18.2% | +15.3% | -33.5% | -22.5% |
| 3M | -24.2% | +25.4% | -49.6% | -30.8% |
| 6M | -41.7% | +31.9% | -73.6% | -49.4% |
| YTD | +38.3% | +93.9% | -55.6% | +1.4% |
| 1Y | +38.2% | +114.2% | -76.0% | -3.2% |
| All | +38.2% | +116.3% | -78.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling