+39.7%
GLW vs BAH
+5.1%
+34.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.3% | -4.7% |
| 7D | +7.5% | +1.7% | +5.8% | +8.4% |
| 30D | -19.0% | +20.8% | -39.8% | -10.0% |
| 3M | -27.9% | +11.6% | -39.5% | -22.1% |
| 6M | -44.6% | +23.1% | -67.7% | -34.9% |
| YTD | +31.0% | +5.3% | +25.7% | +42.2% |
| 1Y | +39.7% | +6.1% | +33.6% | +48.8% |
| All | +39.7% | +5.1% | +34.6% | +48.8% |
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