+837.6%
GLW vs FDX
+178.0%
+659.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.6% | +10.2% | +8.7% |
| 7D | +14.0% | -3.3% | +17.3% | +15.6% |
| 30D | +0.4% | -1.4% | +1.8% | +0.6% |
| 3M | -11.3% | -4.5% | -6.8% | -9.6% |
| 6M | +35.1% | +9.4% | +25.7% | +28.9% |
| YTD | +90.5% | +36.0% | +54.5% | +65.3% |
| 1Y | +132.0% | +75.5% | +56.5% | +79.3% |
| 3Y | +463.3% | +62.8% | +400.5% | +325.3% |
| 5Y | +382.5% | +64.4% | +318.1% | +247.2% |
| 10Y | +837.6% | +175.5% | +662.2% | +369.8% |
| All | +837.6% | +178.0% | +659.7% | +369.8% |
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