+493.9%
GLW vs GD
+190.6%
+303.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +3.0% |
| 7D | -13.9% | -5.0% | -9.0% | -11.1% |
| 30D | -35.0% | +8.9% | -43.9% | -38.3% |
| 3M | -32.4% | -8.0% | -24.3% | -29.2% |
| 6M | -41.3% | +2.9% | -44.2% | -43.8% |
| YTD | +21.8% | +7.1% | +14.8% | +12.5% |
| 1Y | +21.8% | +5.9% | +15.9% | +13.4% |
| 3Y | +307.7% | +53.9% | +253.8% | +186.0% |
| 5Y | +213.7% | +95.4% | +118.3% | +78.9% |
| All | +493.9% | +190.6% | +303.3% | +189.4% |
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