+286.1%
GLW vs GH
+459.8%
-173.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.0% |
| 7D | -11.1% | -11.2% | +0.1% | -9.6% |
| 30D | -28.4% | -7.2% | -21.2% | -27.6% |
| 3M | -28.8% | -7.1% | -21.7% | -28.3% |
| 6M | -39.8% | +62.3% | -102.1% | -43.7% |
| YTD | +28.7% | +52.1% | -23.4% | +20.8% |
| 1Y | +27.7% | +58.6% | -30.9% | +19.2% |
| 3Y | +331.3% | +619.9% | -288.5% | +217.2% |
| 5Y | +233.4% | +49.7% | +183.7% | +184.0% |
| All | +286.1% | +459.8% | -173.7% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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