+542.4%
GLW vs GS
+502.4%
+40.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.7% | +4.6% | +6.3% |
| 7D | -5.9% | +0.8% | -6.7% | -6.1% |
| 30D | -26.0% | +1.2% | -27.2% | -26.2% |
| 3M | -29.9% | -12.4% | -17.5% | -23.2% |
| 6M | -37.8% | -2.3% | -35.4% | -36.2% |
| YTD | +33.1% | +4.6% | +28.5% | +30.8% |
| 1Y | +36.8% | +17.5% | +19.3% | +25.6% |
| 3Y | +356.1% | +202.0% | +154.1% | +130.6% |
| 5Y | +243.8% | +152.4% | +91.4% | +90.1% |
| 10Y | +542.4% | +478.5% | +63.9% | +125.3% |
| All | +542.4% | +502.4% | +40.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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