+526.0%
GLW vs GIS
-16.9%
+542.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.4% |
| 7D | +7.7% | -3.4% | +11.1% | +7.8% |
| 30D | -18.8% | +6.9% | -25.7% | -19.2% |
| 3M | -27.7% | -10.1% | -17.6% | -27.3% |
| 6M | -44.4% | +5.9% | -50.3% | -45.5% |
| YTD | +31.3% | -21.1% | +52.4% | +35.0% |
| 1Y | +40.0% | -22.5% | +62.5% | +44.3% |
| 3Y | +339.2% | -39.0% | +378.2% | +369.2% |
| 5Y | +229.2% | -33.3% | +262.5% | +236.4% |
| All | +526.0% | -16.9% | +542.9% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling