+4,542.6%
GLW vs FDX
+4,233.7%
+308.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.2% | +5.9% |
| 7D | +3.8% | -2.5% | +6.3% | +4.9% |
| 30D | -1.3% | +3.8% | -5.1% | -3.2% |
| 3M | -21.8% | -1.3% | -20.5% | -21.4% |
| 6M | +6.9% | +5.0% | +1.9% | +4.5% |
| YTD | +77.2% | +39.6% | +37.5% | +53.6% |
| 1Y | +123.2% | +81.1% | +42.1% | +73.1% |
| 3Y | +400.0% | +63.0% | +337.0% | +287.2% |
| 5Y | +342.8% | +65.6% | +277.2% | +227.7% |
| 10Y | +771.4% | +183.4% | +588.0% | +389.5% |
| All | +4,542.6% | +4,233.7% | +308.9% | +901.9% |
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 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