+3,012.0%
GLW vs F
+533.8%
+2,478.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.1% | -11.8% | -12.6% |
| 7D | -19.7% | +1.4% | -21.1% | -20.2% |
| 30D | -38.8% | +2.0% | -40.8% | -39.3% |
| 3M | -33.9% | -10.4% | -23.5% | -31.9% |
| 6M | -36.0% | +9.7% | -45.7% | -38.7% |
| YTD | +18.7% | -1.2% | +19.9% | +17.6% |
| 1Y | +19.8% | 0.0% | +19.8% | +18.1% |
| 3Y | +294.3% | +41.1% | +253.2% | +234.9% |
| 5Y | +205.7% | -11.4% | +217.1% | +191.4% |
| 10Y | +493.8% | +85.0% | +408.8% | +319.0% |
| All | +3,012.0% | +533.8% | +2,478.2% | +1,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling