+132.0%
GLW vs FDX
+74.0%
+58.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.6% | +10.2% | +9.0% |
| 7D | +14.0% | -3.3% | +17.3% | +16.0% |
| 30D | +0.4% | -1.4% | +1.8% | +0.4% |
| 3M | -11.3% | -4.5% | -6.8% | -9.4% |
| 6M | +35.1% | +9.4% | +25.7% | +23.7% |
| YTD | +90.5% | +36.0% | +54.5% | +58.9% |
| 1Y | +132.0% | +75.5% | +56.5% | +78.8% |
| All | +132.0% | +74.0% | +58.1% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling