+205.7%
GLW vs GS
+138.4%
+67.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.4% | -6.6% | -8.7% |
| 7D | -19.7% | -6.3% | -13.4% | -16.0% |
| 30D | -38.8% | -3.1% | -35.6% | -37.2% |
| 3M | -33.9% | -17.7% | -16.2% | -24.5% |
| 6M | -36.0% | -4.6% | -31.4% | -33.1% |
| YTD | +18.7% | +0.3% | +18.4% | +20.1% |
| 1Y | +19.8% | +11.7% | +8.1% | +14.1% |
| 3Y | +294.3% | +183.6% | +110.7% | +113.4% |
| 5Y | +205.7% | +141.0% | +64.8% | +74.8% |
| All | +205.7% | +138.4% | +67.3% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling