+3,093.2%
GLW vs BAC
+1,080.2%
+2,013.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -13.9% | -1.2% | -12.8% | -13.6% |
| 30D | -35.0% | -7.7% | -27.3% | -33.1% |
| 3M | -32.4% | -21.2% | -11.2% | -26.3% |
| 6M | -41.3% | -6.8% | -34.5% | -40.0% |
| YTD | +21.8% | -8.7% | +30.6% | +25.4% |
| 1Y | +21.8% | -5.3% | +27.1% | +23.9% |
| 3Y | +307.7% | +87.4% | +220.2% | +225.1% |
| 5Y | +213.7% | +18.9% | +194.8% | +189.9% |
| 10Y | +509.3% | +273.3% | +236.0% | +284.1% |
| All | +3,093.2% | +1,080.2% | +2,013.0% | +914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling