-41.3%
GLW vs FDX
+5.7%
-47.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.2% |
| 7D | -13.9% | -1.6% | -12.3% | -13.1% |
| 30D | -35.0% | +6.6% | -41.6% | -35.6% |
| 3M | -32.4% | -2.1% | -30.3% | -32.3% |
| 6M | -41.3% | +2.2% | -43.5% | -38.3% |
| All | -41.3% | +5.7% | -47.1% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling