+427.7%
GLW vs GFS
-3.9%
+431.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.8% | +7.7% |
| 7D | +14.0% | +2.6% | +11.4% | +12.9% |
| 30D | +0.4% | -16.4% | +16.7% | +7.4% |
| 3M | -11.3% | -41.6% | +30.3% | +9.1% |
| 6M | +35.1% | -3.7% | +38.7% | +43.6% |
| YTD | +90.5% | +29.3% | +61.2% | +87.9% |
| 1Y | +132.0% | +37.1% | +94.9% | +125.0% |
| 3Y | +463.3% | -22.1% | +485.5% | +501.4% |
| All | +427.7% | -3.9% | +431.7% | +444.9% |
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