+382.5%
GLW vs GIS
-21.0%
+403.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.1% | +7.3% |
| 7D | +14.0% | -8.3% | +22.3% | +12.4% |
| 30D | +0.4% | +2.2% | -1.8% | +0.8% |
| 3M | -11.3% | +15.7% | -27.0% | -9.7% |
| 6M | +35.1% | -12.0% | +47.0% | +37.7% |
| YTD | +90.5% | -15.0% | +105.5% | +94.3% |
| 1Y | +132.0% | -20.1% | +152.1% | +137.2% |
| 3Y | +463.3% | -34.6% | +497.9% | +480.0% |
| 5Y | +382.5% | -22.8% | +405.3% | +357.1% |
| All | +382.5% | -21.0% | +403.5% | +357.1% |
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