+212.6%
GLW vs F
-12.6%
+225.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -13.9% | +1.6% | -15.5% | -14.4% |
| 30D | -35.0% | +2.6% | -37.6% | -35.7% |
| 3M | -32.4% | -8.8% | -23.5% | -30.7% |
| 6M | -41.3% | +4.6% | -46.0% | -43.2% |
| YTD | +21.8% | -1.9% | +23.7% | +20.4% |
| 1Y | +21.8% | -0.8% | +22.6% | +19.9% |
| 3Y | +307.7% | +43.5% | +264.2% | +239.0% |
| All | +212.6% | -12.6% | +225.2% | +190.6% |
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