+452.0%
GLW vs AHR
+356.1%
+95.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | +7.8% | -2.1% | +9.9% | +8.1% |
| 30D | -0.4% | +1.9% | -2.3% | -0.7% |
| 3M | -5.6% | +15.7% | -21.2% | -8.8% |
| 6M | +26.7% | +2.5% | +24.2% | +25.6% |
| YTD | +91.0% | +15.0% | +76.0% | +84.6% |
| 1Y | +122.4% | +28.1% | +94.3% | +108.2% |
| All | +452.0% | +356.1% | +95.9% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling