+2,899.4%
GLW vs BWA
+3,492.4%
-592.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.4% |
| 7D | +3.8% | +5.7% | -1.9% | +1.2% |
| 30D | -1.3% | +1.4% | -2.8% | -1.9% |
| 3M | -21.8% | -12.1% | -9.7% | -16.7% |
| 6M | +6.9% | +28.6% | -21.7% | -3.1% |
| YTD | +77.2% | +51.1% | +26.1% | +47.5% |
| 1Y | +123.2% | +55.9% | +67.4% | +82.7% |
| 3Y | +400.0% | +70.1% | +329.9% | +279.0% |
| 5Y | +342.8% | +90.7% | +252.1% | +210.7% |
| 10Y | +771.4% | +154.0% | +617.4% | +404.6% |
| All | +2,899.4% | +3,492.4% | -592.9% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling