+1,134.9%
GLW vs GS
+1,903.9%
-769.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | +0.9% | +2.8% | +3.2% |
| 30D | -1.3% | -1.6% | +0.2% | -0.5% |
| 3M | -21.8% | -4.5% | -17.3% | -19.5% |
| 6M | +6.9% | +20.9% | -14.0% | -3.5% |
| YTD | +77.2% | +19.9% | +57.3% | +59.9% |
| 1Y | +123.2% | +41.4% | +81.8% | +83.6% |
| 3Y | +400.0% | +239.2% | +160.8% | +145.1% |
| 5Y | +342.8% | +185.0% | +157.8% | +135.6% |
| 10Y | +771.4% | +655.0% | +116.4% | +154.7% |
| All | +1,134.9% | +1,903.9% | -769.0% | +46.0% |
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