+40.6%
GLW vs FIG
-52.3%
+92.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.2% | -11.1% | -4.7% |
| 7D | -9.5% | -4.7% | -4.8% | -10.3% |
| 30D | -25.5% | +0.5% | -26.0% | -25.1% |
| 3M | -25.6% | -18.4% | -7.2% | -27.0% |
| 6M | -25.5% | +10.9% | -36.4% | -21.8% |
| YTD | +36.4% | -40.8% | +77.1% | +62.4% |
| 1Y | +40.6% | -51.7% | +92.3% | +87.3% |
| All | +40.6% | -52.3% | +92.9% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling