+339.2%
GLW vs BAX
-18.0%
+357.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | +7.7% | +0.1% | +7.7% | +7.8% |
| 30D | -18.8% | +4.1% | -22.9% | -19.3% |
| 3M | -27.7% | -4.5% | -23.2% | -27.3% |
| 6M | -44.4% | +49.2% | -93.7% | -48.5% |
| YTD | +31.3% | +35.2% | -4.0% | +22.5% |
| 1Y | +40.0% | +38.3% | +1.8% | +30.1% |
| 3Y | +339.2% | -19.0% | +358.3% | +322.4% |
| All | +339.2% | -18.0% | +357.2% | +322.4% |
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