+205.7%
GLW vs BA
-20.8%
+226.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.2% |
| 3M | -33.9% | -28.2% | -5.7% | -27.6% |
| 6M | -36.0% | -23.1% | -12.9% | -31.5% |
| YTD | +18.7% | -20.6% | +39.3% | +25.5% |
| 1Y | +19.8% | -12.7% | +32.5% | +23.1% |
| 3Y | +294.3% | -11.6% | +305.9% | +287.0% |
| 5Y | +205.7% | -23.1% | +228.9% | +189.4% |
| All | +205.7% | -20.8% | +226.5% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling