+214.7%
GLW vs BWA
+27.1%
+187.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.3% |
| 7D | -13.9% | -5.5% | -8.5% | -11.2% |
| 30D | -35.0% | -21.7% | -13.3% | -26.3% |
| 3M | -32.4% | -25.6% | -6.7% | -21.3% |
| 6M | -41.3% | -17.4% | -23.9% | -34.0% |
| YTD | +21.8% | +9.2% | +12.7% | +21.7% |
| 1Y | +21.8% | +9.7% | +12.1% | +21.4% |
| 3Y | +307.7% | +54.6% | +253.0% | +241.8% |
| All | +214.7% | +27.1% | +187.6% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling