+342.1%
GLW vs BAH
-3.4%
+345.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +5.6% |
| 7D | +3.8% | -3.2% | +7.0% | +3.6% |
| 30D | -1.3% | +2.0% | -3.4% | -1.3% |
| 3M | -21.8% | -7.6% | -14.2% | -20.9% |
| 6M | +6.9% | -5.7% | +12.6% | +7.7% |
| YTD | +77.2% | -11.7% | +88.9% | +78.0% |
| 1Y | +123.2% | -27.4% | +150.6% | +130.3% |
| 3Y | +400.0% | -32.5% | +432.5% | +407.2% |
| All | +342.1% | -3.4% | +345.6% | +312.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling