+2,240.5%
GLW vs FDS
+9,502.8%
-7,262.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +7.0% |
| 7D | +3.8% | -1.9% | +5.7% | +4.4% |
| 30D | -1.3% | +9.0% | -10.4% | -5.1% |
| 3M | -21.8% | +18.9% | -40.7% | -29.6% |
| 6M | +6.9% | +35.1% | -28.2% | -11.5% |
| YTD | +77.2% | +5.5% | +71.7% | +59.2% |
| 1Y | +123.2% | -16.8% | +140.1% | +118.0% |
| 3Y | +400.0% | -28.1% | +428.1% | +411.6% |
| 5Y | +342.8% | -17.4% | +360.2% | +319.5% |
| 10Y | +771.4% | +85.4% | +685.9% | +468.5% |
| All | +2,240.5% | +9,502.8% | -7,262.4% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling