+867.9%
GLW vs GIS
-19.2%
+887.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +16.9% | -8.6% | +25.5% | +17.6% |
| 30D | +7.0% | -0.5% | +7.4% | +6.8% |
| 3M | -3.0% | +11.9% | -14.9% | -4.9% |
| 6M | +31.0% | -11.6% | +42.6% | +33.2% |
| YTD | +93.4% | -16.3% | +109.7% | +98.2% |
| 1Y | +134.7% | -21.8% | +156.5% | +143.0% |
| 3Y | +471.8% | -35.7% | +507.5% | +509.5% |
| 5Y | +394.5% | -22.9% | +417.3% | +390.5% |
| 10Y | +867.9% | -16.8% | +884.7% | +817.6% |
| All | +867.9% | -19.2% | +887.1% | +817.6% |
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