+232.7%
GLW vs BAC
+22.0%
+210.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.9% |
| 7D | +7.7% | +3.2% | +4.5% | +5.9% |
| 30D | -18.8% | -0.7% | -18.1% | -18.4% |
| 3M | -27.7% | -20.0% | -7.8% | -18.3% |
| 6M | -44.4% | +3.4% | -47.9% | -45.5% |
| YTD | +31.3% | -5.7% | +37.0% | +34.7% |
| 1Y | +40.0% | -1.4% | +41.5% | +40.2% |
| 3Y | +339.2% | +97.9% | +241.3% | +195.0% |
| All | +232.7% | +22.0% | +210.7% | +190.4% |
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 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