+3,093.2%
GLW vs FDX
+4,056.7%
-963.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.8% |
| 7D | -13.9% | -1.6% | -12.3% | -13.3% |
| 30D | -35.0% | +6.6% | -41.6% | -36.9% |
| 3M | -32.4% | -2.1% | -30.3% | -32.3% |
| 6M | -41.3% | +2.2% | -43.5% | -42.4% |
| YTD | +21.8% | +33.9% | -12.1% | +6.9% |
| 1Y | +21.8% | +50.2% | -28.4% | +1.7% |
| 3Y | +307.7% | +65.5% | +242.1% | +212.6% |
| 5Y | +213.7% | +74.1% | +139.6% | +126.7% |
| 10Y | +509.3% | +156.7% | +352.6% | +255.2% |
| All | +3,093.2% | +4,056.7% | -963.4% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling