+392.3%
GLW vs FGI
-70.4%
+462.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.5% | -1.9% | +5.6% |
| 7D | +3.8% | +0.5% | +3.2% | +3.8% |
| 30D | -1.3% | +65.4% | -66.7% | -2.2% |
| 3M | -21.8% | +23.5% | -45.3% | -22.2% |
| 6M | +6.9% | +60.5% | -53.6% | +4.7% |
| YTD | +77.2% | +30.0% | +47.2% | +74.0% |
| 1Y | +123.2% | +82.1% | +41.2% | +117.0% |
| 3Y | +400.0% | -4.4% | +404.4% | +389.3% |
| All | +392.3% | -70.4% | +462.6% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling