+727.7%
GLW vs GS
+1,576.5%
-848.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.4% | -6.6% | -9.2% |
| 7D | -19.7% | -6.3% | -13.4% | -16.5% |
| 30D | -38.8% | -3.1% | -35.6% | -37.4% |
| 3M | -33.9% | -17.7% | -16.2% | -25.6% |
| 6M | -36.0% | -4.6% | -31.4% | -33.6% |
| YTD | +18.7% | +0.3% | +18.4% | +19.5% |
| 1Y | +19.8% | +11.7% | +8.1% | +13.7% |
| 3Y | +294.3% | +183.6% | +110.7% | +116.0% |
| 5Y | +205.7% | +141.0% | +64.8% | +80.8% |
| 10Y | +493.8% | +507.4% | -13.7% | +98.0% |
| All | +727.7% | +1,576.5% | -848.8% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling