+837.6%
GLW vs BAX
-36.7%
+874.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.3% | +8.8% |
| 7D | +14.0% | -2.4% | +16.4% | +14.8% |
| 30D | +0.4% | -9.7% | +10.1% | +3.4% |
| 3M | -11.3% | +29.3% | -40.6% | -19.9% |
| 6M | +35.1% | +40.7% | -5.6% | +18.0% |
| YTD | +90.5% | +30.3% | +60.3% | +68.7% |
| 1Y | +132.0% | +3.4% | +128.6% | +121.4% |
| 3Y | +463.3% | -32.0% | +495.3% | +505.3% |
| 5Y | +382.5% | -66.9% | +449.4% | +629.1% |
| 10Y | +837.6% | -37.1% | +874.7% | +1,034.0% |
| All | +837.6% | -36.7% | +874.4% | +1,034.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling