+212.6%
GLW vs HD
+5.3%
+207.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.3% |
| 7D | -13.9% | +4.3% | -18.3% | -15.4% |
| 30D | -35.0% | +20.2% | -55.2% | -39.9% |
| 3M | -32.4% | -1.0% | -31.3% | -32.4% |
| 6M | -41.3% | +7.9% | -49.3% | -44.0% |
| YTD | +21.8% | +2.0% | +19.9% | +18.9% |
| 1Y | +21.8% | -4.3% | +26.1% | +22.0% |
| 3Y | +307.7% | +25.9% | +281.7% | +248.1% |
| All | +212.6% | +5.3% | +207.3% | +180.2% |
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 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