+1,509.8%
GLW vs FDS
+10,327.4%
-8,817.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.9% |
| 7D | -13.9% | -0.5% | -13.4% | -14.0% |
| 30D | -35.0% | +20.2% | -55.2% | -39.7% |
| 3M | -32.4% | +19.9% | -52.2% | -38.3% |
| 6M | -41.3% | +56.2% | -97.5% | -54.2% |
| YTD | +21.8% | +14.6% | +7.3% | +4.3% |
| 1Y | +21.8% | +31.6% | -9.8% | -2.4% |
| 3Y | +307.7% | -23.8% | +331.5% | +301.9% |
| 5Y | +213.7% | -22.6% | +236.3% | +202.5% |
| 10Y | +509.3% | +139.3% | +369.9% | +252.8% |
| All | +1,509.8% | +10,327.4% | -8,817.6% | +213.5% |
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 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