+1,173.9%
GLW vs BAH
+886.2%
+287.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +6.0% |
| 7D | +3.8% | -3.2% | +7.0% | +4.5% |
| 30D | -1.3% | +2.0% | -3.4% | -2.0% |
| 3M | -21.8% | -7.6% | -14.2% | -21.1% |
| 6M | +6.9% | -5.7% | +12.6% | +6.1% |
| YTD | +77.2% | -11.7% | +88.9% | +76.0% |
| 1Y | +123.2% | -27.4% | +150.6% | +133.7% |
| 3Y | +400.0% | -32.5% | +432.5% | +412.2% |
| 5Y | +342.8% | -3.3% | +346.1% | +290.6% |
| 10Y | +771.4% | +186.0% | +585.4% | +445.6% |
| All | +1,173.9% | +886.2% | +287.7% | +402.4% |
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