+359.0%
GLW vs BAH
-26.6%
+385.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +15.5% | -2.6% | +18.1% | +15.0% |
| 30D | -19.6% | +20.4% | -39.9% | -16.8% |
| 3M | -28.5% | +11.9% | -40.3% | -26.5% |
| 6M | -39.5% | +17.1% | -56.6% | -36.4% |
| YTD | +37.2% | +5.5% | +31.7% | +43.3% |
| 1Y | +35.4% | +5.6% | +29.8% | +41.6% |
| All | +359.0% | -26.6% | +385.7% | +394.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling