-25.5%
GLW vs GS
+1.6%
-27.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -9.2% |
| 7D | -9.5% | +0.3% | -9.8% | -9.8% |
| 30D | -25.5% | +3.9% | -29.3% | -28.1% |
| 3M | -25.6% | -11.4% | -14.1% | -16.4% |
| 6M | -25.5% | +3.7% | -29.2% | -30.3% |
| All | -25.5% | +1.6% | -27.1% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling