+459.7%
GLW vs FANG
+45.6%
+414.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -3.4% |
| 7D | +11.7% | +1.2% | +10.5% | +11.5% |
| 30D | +2.7% | +2.4% | +0.3% | +2.2% |
| 3M | -2.8% | +5.1% | -7.9% | -3.8% |
| 6M | +20.2% | +16.4% | +3.7% | +15.3% |
| YTD | +87.3% | +39.0% | +48.3% | +71.3% |
| 1Y | +119.6% | +50.6% | +69.0% | +96.2% |
| All | +459.7% | +45.6% | +414.2% | +385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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