+478.1%
GLW vs GFI
+304.2%
+173.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +16.9% | +4.7% | +12.2% | +15.9% |
| 30D | +7.0% | +14.4% | -7.4% | +4.4% |
| 3M | -3.0% | +32.5% | -35.5% | -8.3% |
| 6M | +31.0% | -7.2% | +38.1% | +30.2% |
| YTD | +93.4% | +10.9% | +82.6% | +89.8% |
| 1Y | +134.7% | +35.5% | +99.3% | +128.1% |
| All | +478.1% | +304.2% | +173.8% | +434.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling