+769.5%
GLW vs BAC
+398.5%
+371.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | +3.8% | +1.1% | +2.7% | +3.1% |
| 30D | -1.3% | -0.4% | -1.0% | -1.2% |
| 3M | -21.8% | +16.9% | -38.7% | -29.0% |
| 6M | +6.9% | +26.6% | -19.7% | -7.3% |
| YTD | +77.2% | +15.8% | +61.4% | +61.0% |
| 1Y | +123.2% | +27.2% | +96.1% | +91.5% |
| 3Y | +400.0% | +132.4% | +267.6% | +194.4% |
| 5Y | +342.8% | +72.6% | +270.2% | +203.5% |
| All | +769.5% | +398.5% | +371.0% | +257.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling