+212.6%
GLW vs BAC
+18.0%
+194.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -32.1% |
| 3M | -32.4% | -21.2% | -11.2% | -22.9% |
| 6M | -41.3% | -6.8% | -34.5% | -39.3% |
| YTD | +21.8% | -8.7% | +30.6% | +27.2% |
| 1Y | +21.8% | -5.3% | +27.1% | +24.7% |
| 3Y | +307.7% | +87.4% | +220.2% | +182.3% |
| All | +212.6% | +18.0% | +194.7% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling