+562.0%
GLW vs BAH
+211.3%
+350.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | -18.2% | +18.0% | -36.2% | -20.4% |
| 3M | -24.2% | +11.4% | -35.6% | -25.8% |
| 6M | -41.7% | +17.7% | -59.4% | -44.0% |
| YTD | +38.3% | +5.4% | +32.9% | +33.4% |
| 1Y | +38.2% | +2.8% | +35.4% | +34.2% |
| 3Y | +363.4% | -26.7% | +390.0% | +374.8% |
| 5Y | +254.6% | +8.1% | +246.5% | +199.3% |
| 10Y | +562.0% | +202.5% | +359.4% | +278.9% |
| All | +562.0% | +211.3% | +350.6% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling