+867.9%
GLW vs BWA
+142.7%
+725.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +16.9% | +0.1% | +16.8% | +16.7% |
| 30D | +7.0% | -5.6% | +12.5% | +10.0% |
| 3M | -3.0% | -10.7% | +7.7% | +2.6% |
| 6M | +31.0% | +23.2% | +7.8% | +20.6% |
| YTD | +93.4% | +46.0% | +47.4% | +62.5% |
| 1Y | +134.7% | +51.2% | +83.6% | +93.5% |
| 3Y | +471.8% | +69.6% | +402.2% | +329.8% |
| 5Y | +394.5% | +86.6% | +307.9% | +242.6% |
| 10Y | +867.9% | +152.3% | +715.6% | +467.2% |
| All | +867.9% | +142.7% | +725.2% | +467.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling