+4,893.4%
GLW vs GFI
+685.3%
+4,208.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.6% |
| 7D | +14.0% | +5.7% | +8.3% | +13.7% |
| 30D | +0.4% | +15.6% | -15.2% | -0.4% |
| 3M | -11.3% | +31.5% | -42.9% | -12.6% |
| 6M | +35.1% | -3.7% | +38.8% | +35.0% |
| YTD | +90.5% | +11.2% | +79.3% | +89.3% |
| 1Y | +132.0% | +36.4% | +95.6% | +128.4% |
| 3Y | +463.3% | +313.5% | +149.8% | +427.3% |
| 5Y | +382.5% | +528.0% | -145.5% | +339.6% |
| 10Y | +837.6% | +1,021.4% | -183.8% | +712.5% |
| All | +4,893.4% | +685.3% | +4,208.2% | +4,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling