+837.6%
GLW vs FDS
+77.6%
+760.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.3% | +11.8% | +8.4% |
| 7D | +14.0% | -5.4% | +19.4% | +15.1% |
| 30D | +0.4% | +1.6% | -1.2% | -0.4% |
| 3M | -11.3% | +17.7% | -29.1% | -16.4% |
| 6M | +35.1% | +29.1% | +6.0% | +20.5% |
| YTD | +90.5% | +1.0% | +89.6% | +84.6% |
| 1Y | +132.0% | -21.6% | +153.7% | +148.8% |
| 3Y | +463.3% | -30.1% | +493.4% | +525.5% |
| 5Y | +382.5% | -20.7% | +403.2% | +387.4% |
| 10Y | +837.6% | +78.3% | +759.4% | +488.7% |
| All | +837.6% | +77.6% | +760.1% | +488.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling