+230.0%
GLW vs FGI
-70.3%
+300.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -19.7% | -11.6% | -8.2% | -19.7% |
| 30D | -38.8% | -3.3% | -35.5% | -38.8% |
| 3M | -33.9% | +65.6% | -99.4% | -34.4% |
| 6M | -36.0% | -2.8% | -33.2% | -36.1% |
| YTD | +18.7% | +30.1% | -11.4% | +16.6% |
| 1Y | +19.8% | +50.2% | -30.4% | +17.3% |
| 3Y | +294.3% | -0.4% | +294.7% | +285.4% |
| All | +230.0% | -70.3% | +300.3% | +223.6% |
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