+1,714.5%
GLW vs FANG
+1,373.6%
+340.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.3% | +7.5% |
| 7D | +14.0% | -1.7% | +15.7% | +14.4% |
| 30D | +0.4% | +6.8% | -6.4% | -1.0% |
| 3M | -11.3% | +1.3% | -12.6% | -11.9% |
| 6M | +35.1% | +11.8% | +23.3% | +31.1% |
| YTD | +90.5% | +35.1% | +55.5% | +78.0% |
| 1Y | +132.0% | +48.9% | +83.1% | +112.4% |
| 3Y | +463.3% | +42.8% | +420.5% | +411.9% |
| 5Y | +382.5% | +230.3% | +152.2% | +268.1% |
| 10Y | +837.6% | +167.0% | +670.6% | +554.7% |
| All | +1,714.5% | +1,373.6% | +340.9% | +823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling