+212.6%
GLW vs FE
+42.2%
+170.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | -13.9% | -1.0% | -12.9% | -13.7% |
| 30D | -35.0% | +4.1% | -39.1% | -35.7% |
| 3M | -32.4% | -1.0% | -31.3% | -32.2% |
| 6M | -41.3% | +4.0% | -45.4% | -42.3% |
| YTD | +21.8% | +6.8% | +15.0% | +19.1% |
| 1Y | +21.8% | +5.3% | +16.6% | +19.6% |
| 3Y | +307.7% | +44.6% | +263.1% | +253.7% |
| All | +212.6% | +42.2% | +170.4% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling