+554.2%
GLW vs HD
+240.6%
+313.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +15.5% | -0.5% | +16.0% | +15.9% |
| 30D | -19.6% | +18.5% | -38.0% | -27.5% |
| 3M | -28.5% | +2.2% | -30.7% | -30.2% |
| 6M | -39.5% | +13.8% | -53.4% | -45.2% |
| YTD | +37.2% | +3.4% | +33.8% | +31.0% |
| 1Y | +35.4% | -3.5% | +38.9% | +34.4% |
| 3Y | +359.7% | +29.0% | +330.7% | +266.1% |
| 5Y | +244.0% | +6.1% | +237.9% | +203.5% |
| All | +554.2% | +240.6% | +313.6% | +193.3% |
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