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  • GLW vs GD✓SelectedUSD · GDGLW vs GD performance historyLatest closeAs of-5.84%11/04
Stock and ETF performance explorer

GLW vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,473.6%
GD return
+20,595.6%
Excess return
-17,122.1%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D-5.8%-2.6%-3.3%-4.7%
7D-9.5%+3.0%-12.4%-10.7%
30D-25.5%+10.5%-36.0%-28.8%
3M-25.6%-5.0%-20.6%-24.3%
6M-25.5%+5.5%-31.0%-28.5%
YTD+36.4%+10.3%+26.0%+27.5%
1Y+40.6%+8.2%+32.4%+32.8%
3Y+352.8%+59.0%+293.8%+256.8%
5Y+267.1%+104.3%+162.8%+156.9%
10Y+581.8%+202.4%+379.4%+306.9%
All+3,473.6%+20,595.6%-17,122.1%+939.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling