+3,273.8%
GLW vs GIS
+1,380.5%
+1,893.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -11.1% | +1.5% | -12.6% | -11.6% |
| 30D | -28.4% | +9.2% | -37.6% | -30.3% |
| 3M | -28.8% | -5.4% | -23.4% | -28.7% |
| 6M | -39.8% | +3.4% | -43.2% | -41.9% |
| YTD | +28.7% | -20.5% | +49.2% | +32.7% |
| 1Y | +27.7% | -20.0% | +47.7% | +31.2% |
| 3Y | +331.3% | -38.6% | +369.9% | +369.4% |
| 5Y | +233.4% | -33.1% | +266.5% | +247.9% |
| 10Y | +521.8% | -16.4% | +538.2% | +486.3% |
| All | +3,273.8% | +1,380.5% | +1,893.3% | +944.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling