+771.8%
GLW vs FFIV
+224.7%
+547.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +3.8% | -1.0% | +4.7% | +4.2% |
| 30D | -1.3% | -5.1% | +3.7% | +0.8% |
| 3M | -21.8% | -4.5% | -17.4% | -19.8% |
| 6M | +6.9% | +36.5% | -29.6% | -7.5% |
| YTD | +77.2% | +53.0% | +24.2% | +44.0% |
| 1Y | +123.2% | +24.2% | +99.0% | +98.5% |
| 3Y | +400.0% | +137.2% | +262.8% | +218.1% |
| 5Y | +342.8% | +91.8% | +251.0% | +201.0% |
| All | +771.8% | +224.7% | +547.1% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling