+85.7%
GLW vs FIG
-77.2%
+162.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.1% | +9.5% |
| 7D | -5.9% | -12.6% | +6.7% | -7.2% |
| 30D | -26.0% | -13.8% | -12.2% | -27.1% |
| 3M | -29.9% | -16.7% | -13.2% | -30.7% |
| 6M | -37.8% | -6.1% | -31.7% | -37.3% |
| YTD | +33.1% | -48.1% | +81.2% | +38.6% |
| 1Y | +36.8% | -56.2% | +93.0% | +43.8% |
| All | +85.7% | -77.2% | +162.9% | +95.0% |
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