+27.7%
GLW vs HWM
+5.1%
+22.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.1% |
| 7D | -11.1% | -1.8% | -9.4% | -10.0% |
| 30D | -28.4% | -2.7% | -25.7% | -27.2% |
| 3M | -28.8% | -22.7% | -6.1% | -17.3% |
| 6M | -39.8% | -18.9% | -20.9% | -32.4% |
| YTD | +28.7% | +7.1% | +21.7% | +16.6% |
| 1Y | +27.7% | +4.7% | +23.1% | +19.8% |
| All | +27.7% | +5.1% | +22.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling