+493.9%
GLW vs HD
+257.8%
+236.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.6% |
| 7D | -13.9% | +4.3% | -18.3% | -16.3% |
| 30D | -35.0% | +20.2% | -55.2% | -42.1% |
| 3M | -32.4% | -1.0% | -31.3% | -32.9% |
| 6M | -41.3% | +7.9% | -49.3% | -45.3% |
| YTD | +21.8% | +2.0% | +19.9% | +17.1% |
| 1Y | +21.8% | -4.3% | +26.1% | +21.2% |
| 3Y | +307.7% | +25.9% | +281.7% | +229.1% |
| 5Y | +213.7% | +5.8% | +207.9% | +176.3% |
| All | +493.9% | +257.8% | +236.1% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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