+32.1%
GLW vs FFIV
+28.8%
+3.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.0% | +8.4% |
| 7D | -5.9% | -2.1% | -3.8% | -4.8% |
| 30D | -26.0% | -33.8% | +7.8% | -14.9% |
| 3M | -29.9% | -20.6% | -9.3% | -26.1% |
| 6M | -37.8% | -10.2% | -27.5% | -34.9% |
| YTD | +33.1% | +24.5% | +8.6% | +27.4% |
| All | +32.1% | +28.8% | +3.3% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling