+232.0%
GLW vs HD
+5.7%
+226.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.7% | -4.6% |
| 7D | +7.5% | +1.5% | +6.0% | +7.0% |
| 30D | -19.0% | +18.0% | -37.0% | -24.4% |
| 3M | -27.9% | +2.8% | -30.7% | -29.0% |
| 6M | -44.6% | +17.0% | -61.5% | -48.7% |
| YTD | +31.0% | +3.5% | +27.4% | +27.3% |
| 1Y | +39.7% | -2.6% | +42.3% | +39.1% |
| 3Y | +338.2% | +30.7% | +307.5% | +268.5% |
| All | +232.0% | +5.7% | +226.2% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling