+767.2%
GLW vs GS
+657.0%
+110.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | +0.9% | +2.8% | +3.1% |
| 30D | -1.3% | -1.6% | +0.2% | -0.5% |
| 3M | -21.8% | -4.5% | -17.3% | -19.4% |
| 6M | +6.9% | +20.9% | -14.0% | -4.2% |
| YTD | +77.2% | +19.9% | +57.3% | +58.6% |
| 1Y | +123.2% | +41.4% | +81.8% | +81.1% |
| 3Y | +400.0% | +239.2% | +160.8% | +134.0% |
| 5Y | +342.8% | +185.0% | +157.8% | +125.6% |
| All | +767.2% | +657.0% | +110.2% | +150.9% |
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