+339.2%
GLW vs BWA
+64.0%
+275.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +7.7% | +4.3% | +3.5% | +5.5% |
| 30D | -18.8% | -13.0% | -5.8% | -12.2% |
| 3M | -27.7% | -24.8% | -2.9% | -15.6% |
| 6M | -44.4% | -23.5% | -20.9% | -35.0% |
| YTD | +31.3% | +13.8% | +17.4% | +32.1% |
| 1Y | +40.0% | +13.4% | +26.6% | +41.0% |
| 3Y | +339.2% | +62.8% | +276.5% | +273.5% |
| All | +339.2% | +64.0% | +275.3% | +273.5% |
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