+833.1%
GLW vs HON
+136.7%
+696.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.2% |
| 7D | +11.7% | -2.6% | +14.4% | +13.9% |
| 30D | +2.7% | -11.9% | +14.5% | +12.6% |
| 3M | -2.8% | -6.1% | +3.3% | +0.2% |
| 6M | +20.2% | -19.2% | +39.4% | +38.6% |
| YTD | +87.3% | +0.2% | +87.1% | +84.8% |
| 1Y | +119.6% | -1.5% | +121.1% | +118.1% |
| 3Y | +453.7% | +17.9% | +435.7% | +364.4% |
| 5Y | +376.1% | +1.9% | +374.1% | +341.1% |
| All | +833.1% | +136.7% | +696.3% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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