+554.2%
GLW vs BA
+24.8%
+529.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +15.5% | -0.6% | +16.1% | +15.7% |
| 30D | -19.6% | -8.0% | -11.5% | -17.5% |
| 3M | -28.5% | -25.8% | -2.7% | -21.4% |
| 6M | -39.5% | -27.6% | -11.9% | -33.5% |
| YTD | +37.2% | -21.0% | +58.2% | +46.4% |
| 1Y | +35.4% | -12.3% | +47.7% | +39.3% |
| 3Y | +359.7% | -12.8% | +372.5% | +355.9% |
| 5Y | +244.0% | -22.4% | +266.4% | +241.5% |
| All | +554.2% | +24.8% | +529.3% | +472.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling