+493.9%
GLW vs GS
+494.8%
-1.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | -3.2% | -10.7% | -12.0% |
| 30D | -35.0% | -2.4% | -32.6% | -33.8% |
| 3M | -32.4% | -15.7% | -16.6% | -24.2% |
| 6M | -41.3% | -6.8% | -34.6% | -38.1% |
| YTD | +21.8% | -0.1% | +21.9% | +23.1% |
| 1Y | +21.8% | +12.1% | +9.8% | +15.1% |
| 3Y | +307.7% | +185.8% | +121.9% | +113.9% |
| 5Y | +213.7% | +140.1% | +73.6% | +79.3% |
| All | +493.9% | +494.8% | -1.0% | +117.4% |
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