+542.4%
GLW vs FDS
+135.1%
+407.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.6% | +9.3% |
| 7D | -5.9% | -5.0% | -0.9% | -5.2% |
| 30D | -26.0% | +13.8% | -39.8% | -27.8% |
| 3M | -29.9% | +14.8% | -44.7% | -32.3% |
| 6M | -37.8% | +47.4% | -85.1% | -45.5% |
| YTD | +33.1% | +14.2% | +19.0% | +25.5% |
| 1Y | +36.8% | +26.6% | +10.2% | +22.2% |
| 3Y | +356.1% | -24.4% | +380.5% | +406.1% |
| 5Y | +243.8% | -22.6% | +266.5% | +268.5% |
| 10Y | +542.4% | +130.0% | +412.4% | +272.1% |
| All | +542.4% | +135.1% | +407.3% | +272.1% |
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