+435.7%
GLW vs GFS
-2.1%
+437.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | +16.9% | +4.5% | +12.4% | +15.0% |
| 30D | +7.0% | -8.2% | +15.2% | +10.6% |
| 3M | -3.0% | -38.9% | +35.9% | +17.6% |
| 6M | +31.0% | -2.9% | +33.9% | +38.7% |
| YTD | +93.4% | +31.8% | +61.6% | +89.4% |
| 1Y | +134.7% | +43.1% | +91.6% | +124.8% |
| 3Y | +471.8% | -20.6% | +492.5% | +506.2% |
| All | +435.7% | -2.1% | +437.8% | +449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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