+35.4%
GLW vs FDX
+50.3%
-14.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | +15.5% | +0.8% | +14.7% | +15.0% |
| 30D | -19.6% | +9.9% | -29.4% | -23.5% |
| 3M | -28.5% | -1.9% | -26.6% | -27.8% |
| 6M | -39.5% | +6.1% | -45.6% | -43.0% |
| YTD | +37.2% | +38.8% | -1.6% | +0.7% |
| 1Y | +35.4% | +50.0% | -14.6% | -5.9% |
| All | +35.4% | +50.3% | -14.9% | -5.9% |
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