+331.3%
GLW vs FE
+47.6%
+283.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -11.1% | -0.5% | -10.6% | -11.1% |
| 30D | -28.4% | +4.3% | -32.8% | -28.6% |
| 3M | -28.8% | +0.4% | -29.2% | -28.8% |
| 6M | -39.8% | +6.9% | -46.8% | -40.4% |
| YTD | +28.7% | +8.0% | +20.7% | +27.8% |
| 1Y | +27.7% | +4.8% | +22.9% | +27.2% |
| 3Y | +331.3% | +49.0% | +282.4% | +297.0% |
| All | +331.3% | +47.6% | +283.7% | +297.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling