+232.7%
GLW vs BAH
+6.1%
+226.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.3% |
| 7D | +7.7% | +1.7% | +6.0% | +7.9% |
| 30D | -18.8% | +20.8% | -39.6% | -17.5% |
| 3M | -27.7% | +11.6% | -39.3% | -26.8% |
| 6M | -44.4% | +23.1% | -67.5% | -43.2% |
| YTD | +31.3% | +5.3% | +26.0% | +34.1% |
| 1Y | +40.0% | +6.1% | +33.9% | +43.0% |
| 3Y | +339.2% | -27.5% | +366.7% | +362.5% |
| All | +232.7% | +6.1% | +226.6% | +226.6% |
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