+284.3%
GLW vs FGI
-68.3%
+352.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.9% | +1.6% | +7.4% |
| 7D | +1.4% | +6.9% | -5.5% | +1.4% |
| 30D | -18.2% | +3.9% | -22.1% | -18.2% |
| 3M | -24.2% | +74.3% | -98.5% | -24.8% |
| 6M | -41.7% | +28.9% | -70.7% | -42.0% |
| YTD | +38.3% | +39.1% | -0.8% | +35.7% |
| 1Y | +38.2% | +49.3% | -11.2% | +35.4% |
| 3Y | +363.4% | +5.7% | +357.7% | +352.8% |
| All | +284.3% | -68.3% | +352.6% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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