+232.7%
GLW vs FFIV
+35.3%
+197.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.3% |
| 7D | +7.7% | -0.5% | +8.3% | +8.1% |
| 30D | -18.8% | -32.4% | +13.6% | -6.9% |
| 3M | -27.7% | -25.7% | -2.1% | -20.3% |
| 6M | -44.4% | -13.5% | -30.9% | -41.8% |
| YTD | +31.3% | +21.1% | +10.2% | +19.9% |
| 1Y | +40.0% | +29.4% | +10.6% | +24.6% |
| 3Y | +339.2% | +94.9% | +244.3% | +228.4% |
| All | +232.7% | +35.3% | +197.4% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling