+40.6%
GLW vs BA
-12.3%
+52.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -8.0% | -6.5% |
| 7D | -9.5% | +5.9% | -15.4% | -11.1% |
| 30D | -25.5% | -8.2% | -17.3% | -23.5% |
| 3M | -25.6% | -25.4% | -0.2% | -19.0% |
| 6M | -25.5% | -20.0% | -5.5% | -20.5% |
| YTD | +36.4% | -18.5% | +54.8% | +40.1% |
| 1Y | +40.6% | -10.6% | +51.2% | +42.4% |
| All | +40.6% | -12.3% | +52.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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