+342.1%
GLW vs FDS
-17.4%
+359.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +5.3% |
| 7D | +3.8% | -1.9% | +5.7% | +3.5% |
| 30D | -1.3% | +9.0% | -10.4% | -0.2% |
| 3M | -21.8% | +18.9% | -40.7% | -19.4% |
| 6M | +6.9% | +35.1% | -28.2% | +9.1% |
| YTD | +77.2% | +5.5% | +71.7% | +89.0% |
| 1Y | +123.2% | -16.8% | +140.1% | +155.6% |
| 3Y | +400.0% | -28.1% | +428.1% | +494.8% |
| All | +342.1% | -17.4% | +359.5% | +428.5% |
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