+3,473.6%
GLW vs GD
+20,595.6%
-17,122.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 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