+851.8%
GLW vs GPN
+28.2%
+823.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +7.8% | -4.6% | +12.4% | +9.6% |
| 30D | -0.4% | -0.3% | -0.2% | -1.0% |
| 3M | -5.6% | +35.4% | -41.0% | -18.3% |
| 6M | +26.7% | +21.7% | +5.1% | +13.4% |
| YTD | +91.0% | +14.9% | +76.2% | +72.5% |
| 1Y | +122.4% | +3.2% | +119.2% | +108.9% |
| 3Y | +471.0% | -27.1% | +498.1% | +500.9% |
| 5Y | +385.6% | -44.4% | +430.0% | +463.6% |
| All | +851.8% | +28.2% | +823.7% | +685.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling