+342.1%
GLW vs HD
+10.1%
+332.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.7% | +5.3% |
| 7D | +3.8% | -2.1% | +5.8% | +4.7% |
| 30D | -1.3% | -8.4% | +7.1% | +2.2% |
| 3M | -21.8% | +4.3% | -26.2% | -23.9% |
| 6M | +6.9% | -11.1% | +18.0% | +11.6% |
| YTD | +77.2% | -4.7% | +81.8% | +78.6% |
| 1Y | +123.2% | -19.8% | +143.1% | +142.2% |
| 3Y | +400.0% | +4.1% | +395.9% | +368.7% |
| All | +342.1% | +10.1% | +332.0% | +285.4% |
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