+3,388.7%
GLW vs BAX
+922.9%
+2,465.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.8% | +8.6% |
| 7D | -5.9% | +9.0% | -14.9% | -8.0% |
| 30D | -26.0% | +8.5% | -34.5% | -27.8% |
| 3M | -29.9% | -4.1% | -25.8% | -29.5% |
| 6M | -37.8% | +46.9% | -84.7% | -45.1% |
| YTD | +33.1% | +38.4% | -5.3% | +18.4% |
| 1Y | +36.8% | +47.0% | -10.2% | +19.3% |
| 3Y | +356.1% | -14.9% | +371.0% | +349.1% |
| 5Y | +243.8% | -62.5% | +306.3% | +323.0% |
| 10Y | +542.4% | -33.9% | +576.3% | +581.6% |
| All | +3,388.7% | +922.9% | +2,465.8% | +1,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling