+314.8%
GLW vs GH
+457.8%
-143.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +1.4% | -8.2% | +9.6% | +2.7% |
| 30D | -18.2% | -4.9% | -13.3% | -17.5% |
| 3M | -24.2% | -6.2% | -17.9% | -23.7% |
| 6M | -41.7% | +60.0% | -101.8% | -45.4% |
| YTD | +38.3% | +51.5% | -13.2% | +29.9% |
| 1Y | +38.2% | +58.4% | -20.2% | +29.0% |
| 3Y | +363.4% | +617.2% | -253.9% | +241.0% |
| 5Y | +254.6% | +47.0% | +207.5% | +202.8% |
| All | +314.8% | +457.8% | -143.0% | +177.5% |
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