+356.1%
GLW vs BWA
+65.3%
+290.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.4% | +3.9% | +6.3% |
| 7D | -5.9% | -0.6% | -5.3% | -5.2% |
| 30D | -26.0% | -16.1% | -9.9% | -18.5% |
| 3M | -29.9% | -24.6% | -5.3% | -18.4% |
| 6M | -37.8% | -15.7% | -22.1% | -30.0% |
| YTD | +33.1% | +15.1% | +18.1% | +33.0% |
| 1Y | +36.8% | +15.9% | +21.0% | +36.4% |
| 3Y | +356.1% | +67.1% | +289.0% | +281.9% |
| All | +356.1% | +65.3% | +290.8% | +281.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling