+233.4%
GLW vs GIS
-32.9%
+266.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.5% |
| 7D | -11.1% | +1.5% | -12.6% | -10.6% |
| 30D | -28.4% | +9.2% | -37.6% | -26.7% |
| 3M | -28.8% | -5.4% | -23.4% | -28.8% |
| 6M | -39.8% | +3.4% | -43.2% | -38.8% |
| YTD | +28.7% | -20.5% | +49.2% | +30.8% |
| 1Y | +27.7% | -20.0% | +47.7% | +29.7% |
| 3Y | +331.3% | -38.6% | +369.9% | +342.0% |
| 5Y | +233.4% | -33.1% | +266.5% | +213.8% |
| All | +233.4% | -32.9% | +266.4% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling