+311.6%
GLW vs BTSG
+505.2%
-193.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.4% |
| 7D | +1.4% | +4.0% | -2.6% | +0.5% |
| 30D | -18.2% | +15.3% | -33.5% | -21.2% |
| 3M | -24.2% | +25.4% | -49.6% | -28.7% |
| 6M | -41.7% | +31.9% | -73.6% | -46.1% |
| YTD | +38.3% | +93.9% | -55.6% | +17.3% |
| 1Y | +38.2% | +114.2% | -76.0% | +14.8% |
| All | +311.6% | +505.2% | -193.6% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling