+134.7%
GLW vs GFS
+39.8%
+95.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.1% |
| 7D | +16.9% | +4.5% | +12.4% | +13.3% |
| 30D | +7.0% | -8.2% | +15.2% | +13.9% |
| 3M | -3.0% | -38.9% | +35.9% | +39.2% |
| 6M | +31.0% | -2.9% | +33.9% | +45.2% |
| YTD | +93.4% | +31.8% | +61.6% | +91.0% |
| 1Y | +134.7% | +43.1% | +91.6% | +133.7% |
| All | +134.7% | +39.8% | +95.0% | +133.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling