+40.6%
GLW vs BAH
+6.2%
+34.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.1% |
| 7D | -9.5% | +5.8% | -15.2% | -6.6% |
| 30D | -25.5% | +28.7% | -54.2% | -14.3% |
| 3M | -25.6% | +20.9% | -46.5% | -16.5% |
| 6M | -25.5% | +15.2% | -40.7% | -13.7% |
| YTD | +36.4% | +7.1% | +29.3% | +49.6% |
| 1Y | +40.6% | +6.4% | +34.2% | +56.1% |
| All | +40.6% | +6.2% | +34.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling