+362.7%
GLW vs GPC
+0.5%
+362.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.5% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -18.2% | -4.5% | -13.7% | -17.8% |
| 3M | -24.2% | -7.7% | -16.5% | -23.6% |
| 6M | -41.7% | +24.3% | -66.0% | -44.8% |
| YTD | +38.3% | +3.5% | +34.8% | +34.5% |
| 1Y | +38.2% | +0.7% | +37.4% | +35.0% |
| All | +362.7% | +0.5% | +362.2% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling