+35.4%
GLW vs GD
+5.0%
+30.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.0% |
| 7D | +15.5% | +1.9% | +13.7% | +15.9% |
| 30D | -19.6% | +9.2% | -28.8% | -17.2% |
| 3M | -28.5% | -7.5% | -21.0% | -29.4% |
| 6M | -39.5% | +5.8% | -45.3% | -38.5% |
| YTD | +37.2% | +9.8% | +27.4% | +35.3% |
| 1Y | +35.4% | +5.8% | +29.6% | +40.4% |
| All | +35.4% | +5.0% | +30.4% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling