+230.0%
GLW vs GFS
-30.6%
+260.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.1% | -5.3% | -5.8% | -8.9% |
| 30D | -28.4% | -15.8% | -12.6% | -23.4% |
| 3M | -28.8% | -18.6% | -10.2% | -22.6% |
| 6M | -39.8% | -45.0% | +5.2% | -23.2% |
| YTD | +28.7% | +16.8% | +12.0% | +32.4% |
| 1Y | +27.7% | +17.8% | +9.9% | +31.1% |
| 3Y | +331.3% | -21.5% | +352.9% | +369.7% |
| All | +230.0% | -30.6% | +260.6% | +256.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling