+4,542.6%
GLW vs GAP
+2,258.2%
+2,284.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | +3.8% | -4.5% | +8.2% | +4.8% |
| 30D | -1.3% | +9.0% | -10.4% | -3.8% |
| 3M | -21.8% | +5.0% | -26.8% | -23.6% |
| 6M | +6.9% | -17.8% | +24.7% | +9.9% |
| YTD | +77.2% | -10.4% | +87.5% | +77.6% |
| 1Y | +123.2% | -3.4% | +126.6% | +118.6% |
| 3Y | +400.0% | +111.5% | +288.5% | +273.6% |
| 5Y | +342.8% | +8.8% | +334.0% | +266.4% |
| 10Y | +771.4% | +32.9% | +738.5% | +493.8% |
| All | +4,542.6% | +2,258.2% | +2,284.3% | +943.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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