+562.0%
GLW vs HWM
+1,554.5%
-992.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.2% | +6.5% |
| 7D | +1.4% | +5.0% | -3.5% | -0.1% |
| 30D | -18.2% | +1.5% | -19.7% | -18.6% |
| 3M | -24.2% | -20.3% | -3.9% | -17.6% |
| 6M | -41.7% | -18.0% | -23.7% | -37.5% |
| YTD | +38.3% | +9.5% | +28.8% | +33.2% |
| 1Y | +38.2% | +7.5% | +30.7% | +34.0% |
| 3Y | +363.4% | +355.7% | +7.7% | +153.9% |
| 5Y | +254.6% | +610.2% | -355.6% | +62.1% |
| 10Y | +562.0% | +1,516.8% | -954.8% | +115.1% |
| All | +562.0% | +1,554.5% | -992.5% | +115.1% |
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