+132.0%
GLW vs BAH
-27.4%
+159.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +7.1% |
| 7D | +14.0% | -4.3% | +18.4% | +11.9% |
| 30D | +0.4% | -4.5% | +4.8% | -1.3% |
| 3M | -11.3% | -7.6% | -3.7% | -9.8% |
| 6M | +35.1% | -10.6% | +45.7% | +37.0% |
| YTD | +90.5% | -12.6% | +103.1% | +90.8% |
| 1Y | +132.0% | -27.0% | +159.0% | +134.7% |
| All | +132.0% | -27.4% | +159.4% | +134.7% |
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