+237.2%
GLW vs GTLB
-50.5%
+287.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -11.1% | -10.9% | -0.2% | -10.2% |
| 30D | -28.4% | -15.3% | -13.1% | -27.4% |
| 3M | -28.8% | +14.6% | -43.3% | -29.9% |
| 6M | -39.8% | +79.6% | -119.4% | -43.6% |
| YTD | +28.7% | +24.3% | +4.4% | +24.7% |
| 1Y | +27.7% | +1.0% | +26.7% | +26.8% |
| 3Y | +331.3% | +4.6% | +326.7% | +315.8% |
| 5Y | +233.4% | -63.7% | +297.2% | +232.4% |
| All | +237.2% | -50.5% | +287.6% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling