+40.6%
GLW vs FDS
+31.1%
+9.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.7% | -3.9% |
| 7D | -9.5% | +9.4% | -18.9% | -3.5% |
| 30D | -25.5% | +23.8% | -49.3% | -13.1% |
| 3M | -25.6% | +25.1% | -50.7% | -10.7% |
| 6M | -25.5% | +53.8% | -79.3% | +6.5% |
| YTD | +36.4% | +19.6% | +16.8% | +73.1% |
| 1Y | +40.6% | +31.6% | +9.0% | +92.4% |
| All | +40.6% | +31.1% | +9.5% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling