+21.8%
GLW vs BA
-12.5%
+34.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -35.0% | -7.9% | -27.1% | -33.3% |
| 3M | -32.4% | -25.3% | -7.0% | -26.2% |
| 6M | -41.3% | -24.6% | -16.8% | -36.0% |
| YTD | +21.8% | -20.1% | +42.0% | +26.0% |
| 1Y | +21.8% | -11.8% | +33.6% | +23.8% |
| All | +21.8% | -12.5% | +34.3% | +23.8% |
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