+542.4%
GLW vs HD
+272.9%
+269.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.4% | +7.6% |
| 7D | -5.9% | +3.6% | -9.5% | -7.9% |
| 30D | -26.0% | +21.6% | -47.6% | -34.3% |
| 3M | -29.9% | +0.1% | -30.0% | -30.8% |
| 6M | -37.8% | +13.0% | -50.8% | -43.4% |
| YTD | +33.1% | +4.9% | +28.2% | +26.1% |
| 1Y | +36.8% | -2.1% | +38.9% | +34.6% |
| 3Y | +356.1% | +32.6% | +323.5% | +257.4% |
| 5Y | +243.8% | +8.2% | +235.6% | +199.7% |
| 10Y | +542.4% | +257.9% | +284.5% | +189.2% |
| All | +542.4% | +272.9% | +269.5% | +189.2% |
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