+359.0%
GLW vs FDS
-23.5%
+382.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.2% |
| 7D | +15.5% | -2.6% | +18.1% | +14.3% |
| 30D | -19.6% | +14.1% | -33.6% | -14.9% |
| 3M | -28.5% | +19.8% | -48.3% | -21.7% |
| 6M | -39.5% | +55.0% | -94.5% | -27.6% |
| YTD | +37.2% | +15.9% | +21.3% | +64.7% |
| 1Y | +35.4% | +24.2% | +11.2% | +61.2% |
| All | +359.0% | -23.5% | +382.5% | +506.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling