+504.4%
GLW vs HWM
+1,165.4%
-661.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.6% |
| 7D | -13.9% | +3.3% | -17.2% | -14.9% |
| 30D | -35.0% | -7.6% | -27.4% | -32.9% |
| 3M | -32.4% | -28.9% | -3.4% | -23.3% |
| 6M | -41.3% | -19.7% | -21.7% | -36.8% |
| YTD | +21.8% | +0.5% | +21.3% | +21.3% |
| 1Y | +21.8% | +0.3% | +21.6% | +21.4% |
| 3Y | +307.7% | +325.8% | -18.2% | +130.0% |
| 5Y | +213.7% | +524.7% | -311.0% | +51.1% |
| 10Y | +509.3% | +1,491.8% | -982.5% | +106.9% |
| All | +504.4% | +1,165.4% | -661.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling