+165.8%
GLW vs FIG
-73.2%
+239.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.7% | +13.2% | +6.9% |
| 7D | +14.0% | -16.4% | +30.4% | +11.8% |
| 30D | +0.4% | -2.3% | +2.7% | +0.6% |
| 3M | -11.3% | +7.8% | -19.2% | -9.0% |
| 6M | +35.1% | -21.8% | +56.9% | +39.6% |
| YTD | +90.5% | -39.1% | +129.7% | +101.2% |
| 1Y | +132.0% | -56.6% | +188.7% | +151.1% |
| All | +165.8% | -73.2% | +239.0% | +183.1% |
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