+562.0%
GLW vs FDX
+156.7%
+405.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +7.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.6% |
| 30D | -18.2% | +10.4% | -28.6% | -21.8% |
| 3M | -24.2% | +0.5% | -24.6% | -24.8% |
| 6M | -41.7% | +6.5% | -48.2% | -43.8% |
| YTD | +38.3% | +40.2% | -1.9% | +17.9% |
| 1Y | +38.2% | +52.1% | -13.9% | +13.6% |
| 3Y | +363.4% | +72.8% | +290.6% | +239.6% |
| 5Y | +254.6% | +76.3% | +178.3% | +146.3% |
| 10Y | +562.0% | +155.7% | +406.2% | +225.5% |
| All | +562.0% | +156.7% | +405.3% | +225.5% |
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