+467.1%
GLW vs BTSG
+421.3%
+45.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.0% | +4.5% | +6.8% |
| 7D | +14.0% | +5.7% | +8.3% | +12.4% |
| 30D | +0.4% | +0.2% | +0.1% | +0.2% |
| 3M | -11.3% | +5.6% | -17.0% | -13.1% |
| 6M | +35.1% | +50.8% | -15.7% | +21.8% |
| YTD | +90.5% | +67.0% | +23.5% | +68.2% |
| 1Y | +132.0% | +145.5% | -13.5% | +90.1% |
| All | +467.1% | +421.3% | +45.8% | +313.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling