+4,542.6%
GLW vs BAX
+900.4%
+3,642.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.4% |
| 7D | +3.8% | -1.1% | +4.9% | +4.1% |
| 30D | -1.3% | -5.5% | +4.1% | 0.0% |
| 3M | -21.8% | +33.5% | -55.3% | -28.7% |
| 6M | +6.9% | +35.9% | -29.0% | -3.1% |
| YTD | +77.2% | +35.4% | +41.8% | +59.1% |
| 1Y | +123.2% | +9.8% | +113.5% | +111.2% |
| 3Y | +400.0% | -32.7% | +432.7% | +428.0% |
| 5Y | +342.8% | -65.6% | +408.4% | +460.4% |
| 10Y | +771.4% | -34.9% | +806.3% | +831.7% |
| All | +4,542.6% | +900.4% | +3,642.1% | +1,940.8% |
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 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