+778.7%
GLW vs HWM
+1,494.1%
-715.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | +3.8% | -2.1% | +5.9% | +4.4% |
| 30D | -1.3% | -11.0% | +9.6% | +2.9% |
| 3M | -21.8% | +4.0% | -25.8% | -23.4% |
| 6M | +6.9% | -0.2% | +7.1% | +6.8% |
| YTD | +77.2% | +26.7% | +50.5% | +61.9% |
| 1Y | +123.2% | +44.7% | +78.5% | +94.1% |
| 3Y | +400.0% | +426.1% | -26.1% | +160.5% |
| 5Y | +342.8% | +738.5% | -395.7% | +91.0% |
| All | +778.7% | +1,494.1% | -715.4% | +175.4% |
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