+767.2%
GLW vs GD
+190.3%
+576.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.7% |
| 7D | +3.8% | -5.3% | +9.0% | +7.1% |
| 30D | -1.3% | -6.4% | +5.1% | +2.5% |
| 3M | -21.8% | +5.7% | -27.5% | -25.9% |
| 6M | +6.9% | -0.9% | +7.8% | +5.0% |
| YTD | +77.2% | +8.2% | +69.0% | +63.2% |
| 1Y | +123.2% | +13.4% | +109.8% | +99.3% |
| 3Y | +400.0% | +68.5% | +331.5% | +227.9% |
| 5Y | +342.8% | +97.2% | +245.7% | +152.4% |
| All | +767.2% | +190.3% | +576.9% | +299.1% |
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