+293.7%
GLW vs GH
+446.7%
-153.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -4.0% |
| 7D | +7.7% | +0.6% | +7.2% | +7.7% |
| 30D | -18.8% | -6.9% | -11.9% | -17.9% |
| 3M | -27.7% | -4.9% | -22.8% | -27.4% |
| 6M | -44.4% | +54.1% | -98.5% | -47.7% |
| YTD | +31.3% | +48.5% | -17.2% | +23.6% |
| 1Y | +40.0% | +61.2% | -21.1% | +30.5% |
| 3Y | +339.2% | +570.3% | -231.1% | +226.2% |
| 5Y | +229.2% | +46.1% | +183.0% | +181.3% |
| All | +293.7% | +446.7% | -153.0% | +164.1% |
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