+493.9%
GLW vs FDX
+153.7%
+340.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.8% |
| 7D | -13.9% | -1.6% | -12.3% | -13.3% |
| 30D | -35.0% | +6.6% | -41.6% | -37.0% |
| 3M | -32.4% | -2.1% | -30.3% | -32.3% |
| 6M | -41.3% | +2.2% | -43.5% | -42.5% |
| YTD | +21.8% | +33.9% | -12.1% | +5.9% |
| 1Y | +21.8% | +50.2% | -28.4% | +0.5% |
| 3Y | +307.7% | +65.5% | +242.1% | +204.2% |
| 5Y | +213.7% | +74.1% | +139.6% | +118.1% |
| All | +493.9% | +153.7% | +340.2% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling