+478.8%
GLW vs GD
+192.5%
+286.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.6% | -11.6% |
| 7D | -19.7% | -3.9% | -15.8% | -17.7% |
| 30D | -38.8% | +8.1% | -46.9% | -41.6% |
| 3M | -33.9% | -6.8% | -27.1% | -31.4% |
| 6M | -36.0% | +3.0% | -39.0% | -38.7% |
| YTD | +18.7% | +7.8% | +11.0% | +9.3% |
| 1Y | +19.8% | +5.8% | +14.0% | +11.7% |
| 3Y | +294.3% | +55.3% | +239.0% | +175.0% |
| 5Y | +205.7% | +96.7% | +109.0% | +73.7% |
| All | +478.8% | +192.5% | +286.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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