+776.2%
GLW vs BAH
+1,056.2%
-280.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.1% | +3.4% |
| 7D | -13.9% | -3.5% | -10.4% | -13.4% |
| 30D | -35.0% | +24.3% | -59.2% | -37.9% |
| 3M | -32.4% | +16.3% | -48.7% | -34.9% |
| 6M | -41.3% | +13.6% | -54.9% | -44.1% |
| YTD | +21.8% | +3.5% | +18.4% | +16.6% |
| 1Y | +21.8% | +2.7% | +19.1% | +16.7% |
| 3Y | +307.7% | -26.6% | +334.2% | +313.2% |
| 5Y | +213.7% | +8.5% | +205.2% | +171.1% |
| 10Y | +509.3% | +225.1% | +284.2% | +271.0% |
| All | +776.2% | +1,056.2% | -280.0% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling