+4,542.6%
GLW vs FICO
+104,095.6%
-99,553.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -16.7% | +22.4% | +8.8% |
| 7D | +3.8% | -19.2% | +23.0% | +7.5% |
| 30D | -1.3% | -14.6% | +13.2% | +0.7% |
| 3M | -21.8% | -20.1% | -1.7% | -20.4% |
| 6M | +6.9% | -36.3% | +43.2% | +11.9% |
| YTD | +77.2% | -44.9% | +122.0% | +89.8% |
| 1Y | +123.2% | -38.6% | +161.9% | +131.5% |
| 3Y | +400.0% | +4.0% | +396.0% | +351.4% |
| 5Y | +342.8% | +99.5% | +243.3% | +240.0% |
| 10Y | +771.4% | +604.7% | +166.7% | +417.3% |
| All | +4,542.6% | +104,095.6% | -99,553.0% | +1,632.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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