+4,542.6%
GLW vs BA
+1,890.7%
+2,651.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +3.8% | +1.2% | +2.6% | +3.3% |
| 30D | -1.3% | -11.6% | +10.3% | +3.5% |
| 3M | -21.8% | -2.4% | -19.4% | -21.5% |
| 6M | +6.9% | -6.6% | +13.5% | +8.7% |
| YTD | +77.2% | -2.2% | +79.4% | +76.8% |
| 1Y | +123.2% | -8.0% | +131.3% | +126.4% |
| 3Y | +400.0% | -5.0% | +405.0% | +380.4% |
| 5Y | +342.8% | -2.7% | +345.5% | +302.1% |
| 10Y | +771.4% | +75.9% | +695.5% | +425.3% |
| All | +4,542.6% | +1,890.7% | +2,651.9% | +927.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling