+243.8%
GLW vs GTLB
-64.3%
+308.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.0% | +11.3% | +9.4% |
| 7D | -5.9% | -9.6% | +3.7% | -5.0% |
| 30D | -26.0% | -14.5% | -11.5% | -25.0% |
| 3M | -29.9% | +20.9% | -50.8% | -31.3% |
| 6M | -37.8% | +81.4% | -119.1% | -41.7% |
| YTD | +33.1% | +25.6% | +7.6% | +29.0% |
| 1Y | +36.8% | +3.4% | +33.4% | +35.6% |
| 3Y | +356.1% | +8.9% | +347.2% | +338.6% |
| 5Y | +243.8% | -64.0% | +307.8% | +216.6% |
| All | +243.8% | -64.3% | +308.1% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling