+232.7%
GLW vs F
-15.5%
+248.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | -3.1% | +10.8% | +8.8% |
| 30D | -18.8% | 0.0% | -18.9% | -19.0% |
| 3M | -27.7% | -13.2% | -14.5% | -24.8% |
| 6M | -44.4% | -10.2% | -34.2% | -43.3% |
| YTD | +31.3% | -4.9% | +36.2% | +31.0% |
| 1Y | +40.0% | -6.1% | +46.1% | +40.2% |
| 3Y | +339.2% | +46.0% | +293.3% | +262.2% |
| All | +232.7% | -15.5% | +248.3% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling