+376.1%
GLW vs GFI
+515.1%
-139.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | +11.7% | -5.1% | +16.9% | +12.4% |
| 30D | +2.7% | +13.4% | -10.8% | +1.0% |
| 3M | -2.8% | +36.2% | -39.1% | -6.7% |
| 6M | +20.2% | -9.8% | +30.0% | +20.1% |
| YTD | +87.3% | +7.7% | +79.6% | +85.4% |
| 1Y | +119.6% | +27.2% | +92.4% | +115.6% |
| 3Y | +453.7% | +300.3% | +153.4% | +417.9% |
| 5Y | +376.1% | +539.8% | -163.7% | +337.5% |
| All | +376.1% | +515.1% | -139.1% | +337.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling