+421.2%
GLW vs BAX
-31.1%
+452.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.5% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | -1.3% | -5.5% | +4.1% | -0.6% |
| 3M | -21.8% | +33.5% | -55.3% | -25.9% |
| 6M | +6.9% | +35.9% | -29.0% | +0.5% |
| YTD | +77.2% | +35.4% | +41.8% | +65.6% |
| 1Y | +123.2% | +9.8% | +113.5% | +115.5% |
| All | +421.2% | -31.1% | +452.4% | +431.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling