+796.7%
GLW vs FFIV
+5,965.2%
-5,168.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | -8.1% | -5.8% | -11.8% |
| 30D | -35.0% | -33.4% | -1.6% | -27.9% |
| 3M | -32.4% | -24.7% | -7.6% | -27.6% |
| 6M | -41.3% | -8.8% | -32.5% | -40.1% |
| YTD | +21.8% | +21.8% | +0.1% | +14.2% |
| 1Y | +21.8% | +25.3% | -3.4% | +13.3% |
| 3Y | +307.7% | +101.2% | +206.5% | +229.9% |
| 5Y | +213.7% | +40.2% | +173.5% | +176.4% |
| 10Y | +509.3% | +129.0% | +380.2% | +367.8% |
| All | +796.7% | +5,965.2% | -5,168.5% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling