+32.1%
GLW vs BAH
+2.1%
+30.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.7% | +10.1% |
| 7D | -5.9% | -1.5% | -4.4% | -6.5% |
| 30D | -26.0% | +17.3% | -43.3% | -19.1% |
| 3M | -29.9% | +14.9% | -44.8% | -23.2% |
| 6M | -37.8% | +14.2% | -52.0% | -28.4% |
| YTD | +33.1% | +5.1% | +28.0% | +44.1% |
| All | +32.1% | +2.1% | +30.0% | +46.0% |
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