+212.6%
GLW vs FFIV
+39.5%
+173.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | -8.1% | -5.8% | -10.9% |
| 30D | -35.0% | -33.4% | -1.6% | -25.0% |
| 3M | -32.4% | -24.7% | -7.6% | -25.9% |
| 6M | -41.3% | -8.8% | -32.5% | -39.8% |
| YTD | +21.8% | +21.8% | +0.1% | +10.9% |
| 1Y | +21.8% | +25.3% | -3.4% | +9.6% |
| 3Y | +307.7% | +101.2% | +206.5% | +200.4% |
| All | +212.6% | +39.5% | +173.2% | +128.2% |
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