+307.7%
GLW vs BAC
+85.9%
+221.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | -13.9% | -1.2% | -12.8% | -13.3% |
| 30D | -35.0% | -7.7% | -27.3% | -32.0% |
| 3M | -32.4% | -21.2% | -11.2% | -22.9% |
| 6M | -41.3% | -6.8% | -34.5% | -39.1% |
| YTD | +21.8% | -8.7% | +30.6% | +27.3% |
| 1Y | +21.8% | -5.3% | +27.1% | +24.8% |
| 3Y | +307.7% | +87.4% | +220.2% | +176.5% |
| All | +307.7% | +85.9% | +221.7% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling