+40.6%
GLW vs BAC
-0.5%
+41.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.8% | -7.7% |
| 7D | -9.5% | +1.5% | -11.0% | -10.1% |
| 30D | -25.5% | -4.4% | -21.1% | -23.6% |
| 3M | -25.6% | -17.5% | -8.1% | -17.4% |
| 6M | -25.5% | -0.1% | -25.4% | -24.4% |
| YTD | +36.4% | -4.6% | +41.0% | +37.1% |
| 1Y | +40.6% | -1.5% | +42.1% | +36.4% |
| All | +40.6% | -0.5% | +41.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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