+542.4%
GLW vs BA
+31.3%
+511.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.8% | +9.4% |
| 7D | -5.9% | -1.7% | -4.2% | -5.3% |
| 30D | -26.0% | -9.5% | -16.5% | -23.7% |
| 3M | -29.9% | -26.5% | -3.4% | -22.7% |
| 6M | -37.8% | -27.4% | -10.4% | -31.6% |
| YTD | +33.1% | -20.6% | +53.7% | +41.8% |
| 1Y | +36.8% | -11.4% | +48.3% | +40.3% |
| 3Y | +356.1% | -10.8% | +366.9% | +349.0% |
| 5Y | +243.8% | -21.9% | +265.7% | +240.7% |
| 10Y | +542.4% | +28.1% | +514.3% | +464.9% |
| All | +542.4% | +31.3% | +511.1% | +464.9% |
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