+238.6%
GLW vs FGI
-70.6%
+309.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | -13.9% | -7.0% | -7.0% | -13.9% |
| 30D | -35.0% | -4.2% | -30.8% | -35.0% |
| 3M | -32.4% | +55.6% | -88.0% | -32.9% |
| 6M | -41.3% | -3.2% | -38.2% | -41.4% |
| YTD | +21.8% | +29.1% | -7.3% | +19.6% |
| 1Y | +21.8% | +51.0% | -29.1% | +19.3% |
| 3Y | +307.7% | +1.5% | +306.2% | +298.1% |
| All | +238.6% | -70.6% | +309.1% | +232.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling