+390.6%
GLW vs GFS
-3.7%
+394.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.1% |
| 7D | +3.8% | +1.0% | +2.8% | +3.4% |
| 30D | -1.3% | -8.6% | +7.2% | +2.2% |
| 3M | -21.8% | -46.5% | +24.7% | -0.9% |
| 6M | +6.9% | -4.8% | +11.7% | +14.0% |
| YTD | +77.2% | +29.7% | +47.5% | +74.5% |
| 1Y | +123.2% | +35.8% | +87.4% | +116.9% |
| 3Y | +400.0% | -18.3% | +418.3% | +427.6% |
| All | +390.6% | -3.7% | +394.3% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling