+542.4%
GLW vs F
+88.0%
+454.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.6% | +9.0% |
| 7D | -5.9% | -0.6% | -5.2% | -5.7% |
| 30D | -26.0% | +2.9% | -28.9% | -26.9% |
| 3M | -29.9% | -9.5% | -20.4% | -27.7% |
| 6M | -37.8% | +4.0% | -41.8% | -39.8% |
| YTD | +33.1% | -1.3% | +34.4% | +31.2% |
| 1Y | +36.8% | -1.9% | +38.8% | +35.2% |
| 3Y | +356.1% | +53.5% | +302.6% | +259.8% |
| 5Y | +243.8% | -15.1% | +259.0% | +227.6% |
| 10Y | +542.4% | +81.0% | +461.4% | +265.3% |
| All | +542.4% | +88.0% | +454.4% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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