+232.7%
GLW vs FDS
-23.2%
+255.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +7.7% | +1.5% | +6.3% | +8.0% |
| 30D | -18.8% | +14.8% | -33.7% | -16.9% |
| 3M | -27.7% | +16.3% | -44.0% | -25.3% |
| 6M | -44.4% | +66.2% | -110.7% | -42.3% |
| YTD | +31.3% | +16.2% | +15.0% | +43.8% |
| 1Y | +40.0% | +21.8% | +18.2% | +50.9% |
| 3Y | +339.2% | -23.9% | +363.1% | +448.6% |
| All | +232.7% | -23.2% | +255.9% | +296.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling