+4,542.6%
GLW vs GIS
+1,507.8%
+3,034.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.3% |
| 7D | +3.8% | -7.8% | +11.6% | +5.7% |
| 30D | -1.3% | +6.6% | -7.9% | -3.2% |
| 3M | -21.8% | +21.0% | -42.8% | -26.7% |
| 6M | +6.9% | -9.1% | +16.0% | +7.8% |
| YTD | +77.2% | -13.6% | +90.8% | +80.7% |
| 1Y | +123.2% | -18.0% | +141.3% | +129.9% |
| 3Y | +400.0% | -33.7% | +433.7% | +438.6% |
| 5Y | +342.8% | -19.4% | +362.2% | +341.6% |
| 10Y | +771.4% | -21.3% | +792.6% | +750.1% |
| All | +4,542.6% | +1,507.8% | +3,034.8% | +1,322.1% |
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 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