+3,495.5%
GLW vs GIS
+1,334.3%
+2,161.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | +15.5% | -8.1% | +23.6% | +17.6% |
| 30D | -19.6% | +5.3% | -24.9% | -21.1% |
| 3M | -28.5% | -10.5% | -18.0% | -27.5% |
| 6M | -39.5% | +1.8% | -41.3% | -41.5% |
| YTD | +37.2% | -22.9% | +60.1% | +42.4% |
| 1Y | +35.4% | -22.9% | +58.4% | +40.3% |
| 3Y | +359.7% | -40.5% | +400.2% | +403.6% |
| 5Y | +244.0% | -34.9% | +278.9% | +260.8% |
| 10Y | +556.7% | -19.0% | +575.7% | +523.3% |
| All | +3,495.5% | +1,334.3% | +2,161.2% | +1,021.0% |
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