+542.4%
GLW vs BAC
+257.8%
+284.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.3% | +7.0% | +7.9% |
| 7D | -5.9% | +2.0% | -7.9% | -6.8% |
| 30D | -26.0% | -6.9% | -19.1% | -22.7% |
| 3M | -29.9% | -19.6% | -10.3% | -20.1% |
| 6M | -37.8% | -0.5% | -37.3% | -37.8% |
| YTD | +33.1% | -6.6% | +39.7% | +37.6% |
| 1Y | +36.8% | -3.0% | +39.8% | +38.3% |
| 3Y | +356.1% | +97.3% | +258.8% | +196.4% |
| 5Y | +243.8% | +21.9% | +221.9% | +191.4% |
| 10Y | +542.4% | +251.7% | +290.7% | +231.5% |
| All | +542.4% | +257.8% | +284.6% | +231.5% |
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