+297.3%
GLW vs F
+41.1%
+256.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.1% | -11.8% | -12.6% |
| 7D | -19.7% | +1.4% | -21.1% | -20.1% |
| 30D | -38.8% | +2.0% | -40.8% | -39.2% |
| 3M | -33.9% | -10.4% | -23.5% | -32.2% |
| 6M | -36.0% | +9.7% | -45.7% | -38.7% |
| YTD | +18.7% | -1.2% | +19.9% | +16.6% |
| 1Y | +19.8% | 0.0% | +19.8% | +17.3% |
| All | +297.3% | +41.1% | +256.2% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling