+342.1%
GLW vs F
+55.4%
+286.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.2% |
| 7D | +3.8% | +5.3% | -1.6% | +2.1% |
| 30D | -1.3% | +4.6% | -5.9% | -2.9% |
| 3M | -21.8% | -3.7% | -18.1% | -21.1% |
| 6M | +6.9% | +16.8% | -9.9% | +0.6% |
| YTD | +77.2% | +15.3% | +61.9% | +67.1% |
| 1Y | +123.2% | +31.0% | +92.2% | +101.5% |
| 3Y | +400.0% | +45.4% | +354.6% | +319.4% |
| All | +342.1% | +55.4% | +286.7% | +253.1% |
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