+837.6%
GLW vs FIS
-40.5%
+878.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.9% | +13.5% | +9.3% |
| 7D | +14.0% | -3.5% | +17.5% | +14.9% |
| 30D | +0.4% | -7.8% | +8.2% | +2.3% |
| 3M | -11.3% | +0.8% | -12.2% | -13.8% |
| 6M | +35.1% | -21.9% | +57.0% | +42.4% |
| YTD | +90.5% | -39.5% | +130.0% | +120.7% |
| 1Y | +132.0% | -41.0% | +173.0% | +170.2% |
| 3Y | +463.3% | -23.6% | +486.9% | +465.7% |
| 5Y | +382.5% | -65.6% | +448.1% | +591.3% |
| 10Y | +837.6% | -40.2% | +877.8% | +940.7% |
| All | +837.6% | -40.5% | +878.2% | +940.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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