+3,012.0%
GLW vs HD
+34,877.5%
-31,865.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -12.2% |
| 7D | -19.7% | +6.4% | -26.1% | -22.1% |
| 30D | -38.8% | +22.1% | -60.9% | -44.4% |
| 3M | -33.9% | -0.2% | -33.7% | -34.6% |
| 6M | -36.0% | +12.6% | -48.6% | -40.4% |
| YTD | +18.7% | +3.9% | +14.8% | +14.4% |
| 1Y | +19.8% | -3.7% | +23.5% | +19.1% |
| 3Y | +294.3% | +27.9% | +266.5% | +240.2% |
| 5Y | +205.7% | +7.8% | +197.9% | +180.4% |
| 10Y | +493.8% | +269.4% | +224.4% | +221.9% |
| All | +3,012.0% | +34,877.5% | -31,865.5% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling