+493.9%
GLW vs HWM
+1,473.3%
-979.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.6% |
| 7D | -13.9% | +3.4% | -17.3% | -14.9% |
| 30D | -35.0% | -7.5% | -27.4% | -32.9% |
| 3M | -32.4% | -28.9% | -3.5% | -23.3% |
| 6M | -41.3% | -19.6% | -21.7% | -36.8% |
| YTD | +21.8% | +0.6% | +21.2% | +21.3% |
| 1Y | +21.8% | +0.3% | +21.5% | +21.3% |
| 3Y | +307.7% | +326.1% | -18.5% | +129.5% |
| 5Y | +213.7% | +525.2% | -311.5% | +50.7% |
| All | +493.9% | +1,473.3% | -979.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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