+851.8%
GLW vs GFI
+1,066.8%
-215.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | +7.8% | -4.9% | +12.7% | +8.1% |
| 30D | -0.4% | +10.7% | -11.2% | -1.0% |
| 3M | -5.6% | +25.6% | -31.2% | -6.9% |
| 6M | +26.7% | -8.3% | +35.0% | +26.6% |
| YTD | +91.0% | +6.3% | +84.7% | +90.4% |
| 1Y | +122.4% | +22.1% | +100.3% | +121.1% |
| 3Y | +471.0% | +289.2% | +181.8% | +460.5% |
| 5Y | +385.6% | +531.7% | -146.0% | +374.8% |
| All | +851.8% | +1,066.8% | -215.0% | +936.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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