+91.4%
GLW vs FIG
-77.7%
+169.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +15.5% | +2.6% | +12.9% | +15.8% |
| 30D | -19.6% | -13.1% | -6.5% | -20.6% |
| 3M | -28.5% | -20.3% | -8.2% | -29.7% |
| 6M | -39.5% | -2.1% | -37.4% | -39.3% |
| YTD | +37.2% | -49.4% | +86.6% | +42.5% |
| 1Y | +35.4% | -57.0% | +92.4% | +41.9% |
| All | +91.4% | -77.7% | +169.1% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling