+463.3%
GLW vs GFS
-20.2%
+483.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.8% | +7.7% |
| 7D | +14.0% | +2.6% | +11.4% | +12.6% |
| 30D | +0.4% | -16.4% | +16.7% | +9.4% |
| 3M | -11.3% | -41.6% | +30.3% | +15.2% |
| 6M | +35.1% | -3.7% | +38.7% | +47.1% |
| YTD | +90.5% | +29.3% | +61.2% | +90.9% |
| 1Y | +132.0% | +37.1% | +94.9% | +128.4% |
| 3Y | +463.3% | -22.1% | +485.5% | +500.4% |
| All | +463.3% | -20.2% | +483.5% | +500.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling