+212.6%
GLW vs BAX
-63.7%
+276.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -13.9% | +12.1% | -26.1% | -15.6% |
| 30D | -35.0% | +7.6% | -42.6% | -35.9% |
| 3M | -32.4% | -4.5% | -27.9% | -32.0% |
| 6M | -41.3% | +52.0% | -93.4% | -46.8% |
| YTD | +21.8% | +35.1% | -13.3% | +12.4% |
| 1Y | +21.8% | +43.7% | -21.9% | +10.7% |
| 3Y | +307.7% | -20.9% | +328.6% | +311.5% |
| All | +212.6% | -63.7% | +276.3% | +285.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling