+297.7%
GLW vs IBIT
+51.5%
+246.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.3% | +10.6% | +9.5% |
| 7D | -5.9% | -2.4% | -3.5% | -5.3% |
| 30D | -26.0% | -9.1% | -16.9% | -24.4% |
| 3M | -29.9% | +15.0% | -44.9% | -31.8% |
| 6M | -37.8% | -6.9% | -30.9% | -37.0% |
| YTD | +33.1% | -14.8% | +47.9% | +35.3% |
| 1Y | +36.8% | -28.1% | +65.0% | +42.6% |
| All | +297.7% | +51.5% | +246.3% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 10y: compounded portfolio wealth divided by compounded IBIT 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…
10y analysis · Full analysis span regression · 6 months rolling