+40.6%
GLW vs FE
+6.1%
+34.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -9.5% | +1.7% | -11.2% | -9.4% |
| 30D | -25.5% | +8.1% | -33.6% | -25.8% |
| 3M | -25.6% | -1.3% | -24.3% | -25.7% |
| 6M | -25.5% | +2.9% | -28.4% | -25.9% |
| YTD | +36.4% | +8.6% | +27.8% | +31.5% |
| 1Y | +40.6% | +6.3% | +34.3% | +37.2% |
| All | +40.6% | +6.1% | +34.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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