+1,375.8%
GLW vs BUD
+201.1%
+1,174.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -1.3% | -5.7% | +4.3% | +0.9% |
| 3M | -21.8% | +3.1% | -24.9% | -23.8% |
| 6M | +6.9% | +7.9% | -1.0% | +2.2% |
| YTD | +77.2% | +27.3% | +49.8% | +57.5% |
| 1Y | +123.2% | +37.8% | +85.4% | +90.9% |
| 3Y | +400.0% | +49.8% | +350.1% | +299.4% |
| 5Y | +342.8% | +43.8% | +299.0% | +251.7% |
| 10Y | +771.4% | -22.6% | +794.0% | +771.1% |
| All | +1,375.8% | +201.1% | +1,174.7% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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