+542.4%
GLW vs FDX
+160.0%
+382.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.8% | +7.7% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -26.0% | +9.3% | -35.3% | -29.0% |
| 3M | -29.9% | +0.5% | -30.4% | -30.6% |
| 6M | -37.8% | +5.3% | -43.1% | -39.7% |
| YTD | +33.1% | +38.6% | -5.5% | +14.1% |
| 1Y | +36.8% | +53.5% | -16.7% | +11.8% |
| 3Y | +356.1% | +74.2% | +281.9% | +232.7% |
| 5Y | +243.8% | +75.3% | +168.5% | +139.3% |
| 10Y | +542.4% | +156.3% | +386.1% | +221.0% |
| All | +542.4% | +160.0% | +382.4% | +221.0% |
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