+297.3%
GLW vs BA
-11.9%
+309.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.5% | -10.4% | -12.2% |
| 7D | -19.7% | -0.1% | -19.7% | -19.7% |
| 30D | -38.8% | -9.1% | -29.7% | -37.3% |
| 3M | -33.9% | -28.2% | -5.7% | -28.1% |
| 6M | -36.0% | -23.1% | -12.9% | -31.8% |
| YTD | +18.7% | -20.6% | +39.3% | +24.8% |
| 1Y | +19.8% | -12.7% | +32.5% | +23.0% |
| All | +297.3% | -11.9% | +309.2% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling