+410.2%
GLW vs GD
+68.4%
+341.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.9% |
| 7D | +3.8% | -5.3% | +9.0% | +4.6% |
| 30D | -1.3% | -6.4% | +5.1% | -0.4% |
| 3M | -21.8% | +5.7% | -27.5% | -23.4% |
| 6M | +6.9% | -0.9% | +7.8% | +7.1% |
| YTD | +77.2% | +8.2% | +69.0% | +71.7% |
| 1Y | +123.2% | +13.4% | +109.8% | +113.5% |
| All | +410.2% | +68.4% | +341.9% | +347.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling