+769.5%
GLW vs PH
+808.0%
-38.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +3.8% | -3.1% | +6.8% | +5.7% |
| 30D | -1.3% | -3.2% | +1.9% | +0.5% |
| 3M | -21.8% | +10.6% | -32.4% | -26.3% |
| 6M | +6.9% | -2.1% | +9.0% | +9.0% |
| YTD | +77.2% | +10.2% | +67.0% | +68.5% |
| 1Y | +123.2% | +28.2% | +95.0% | +94.2% |
| 3Y | +400.0% | +134.9% | +265.1% | +196.0% |
| 5Y | +342.8% | +253.6% | +89.2% | +98.7% |
| All | +769.5% | +808.0% | -38.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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