+526.0%
GLW vs F
+64.5%
+461.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | -3.1% | +10.8% | +9.0% |
| 30D | -18.8% | 0.0% | -18.9% | -19.0% |
| 3M | -27.7% | -13.2% | -14.5% | -24.3% |
| 6M | -44.4% | -10.2% | -34.2% | -43.0% |
| YTD | +31.3% | -4.9% | +36.2% | +31.3% |
| 1Y | +40.0% | -6.1% | +46.1% | +40.6% |
| 3Y | +339.2% | +46.0% | +293.3% | +253.1% |
| 5Y | +229.2% | -15.7% | +244.9% | +213.9% |
| All | +526.0% | +64.5% | +461.5% | +259.4% |
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