+19.8%
GLW vs GS
+12.1%
+7.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.4% | -6.6% | -7.0% |
| 7D | -19.7% | -6.3% | -13.4% | -14.5% |
| 30D | -38.8% | -3.1% | -35.6% | -36.6% |
| 3M | -33.9% | -17.7% | -16.2% | -20.8% |
| 6M | -36.0% | -4.6% | -31.4% | -32.1% |
| YTD | +18.7% | +0.3% | +18.4% | +15.5% |
| 1Y | +19.8% | +11.7% | +8.1% | +5.3% |
| All | +19.8% | +12.1% | +7.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling