+382.5%
GLW vs GH
+22.3%
+360.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.8% | +7.6% |
| 7D | +14.0% | -2.1% | +16.1% | +14.3% |
| 30D | +0.4% | -4.5% | +4.8% | +0.9% |
| 3M | -11.3% | +28.9% | -40.2% | -13.9% |
| 6M | +35.1% | +76.5% | -41.4% | +26.6% |
| YTD | +90.5% | +57.6% | +32.9% | +80.2% |
| 1Y | +132.0% | +167.5% | -35.5% | +107.0% |
| 3Y | +463.3% | +377.4% | +85.9% | +360.5% |
| 5Y | +382.5% | +23.8% | +358.7% | +280.8% |
| All | +382.5% | +22.3% | +360.2% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling