+317.5%
GLW vs BWA
+56.9%
+260.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.2% |
| 7D | -13.9% | -5.5% | -8.5% | -11.0% |
| 30D | -35.0% | -21.7% | -13.3% | -25.7% |
| 3M | -32.4% | -25.6% | -6.7% | -20.5% |
| 6M | -41.3% | -17.4% | -23.9% | -33.1% |
| YTD | +21.8% | +9.2% | +12.7% | +25.2% |
| 1Y | +21.8% | +9.7% | +12.1% | +24.9% |
| All | +317.5% | +56.9% | +260.6% | +259.3% |
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