+542.4%
GLW vs FIS
-54.6%
+597.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.4% | +10.6% | +9.6% |
| 7D | -5.9% | -29.4% | +23.5% | +2.9% |
| 30D | -26.0% | -16.7% | -9.3% | -23.1% |
| 3M | -29.9% | -33.0% | +3.1% | -22.9% |
| 6M | -37.8% | -33.3% | -4.4% | -32.8% |
| YTD | +33.1% | -56.0% | +89.1% | +66.4% |
| 1Y | +36.8% | -54.6% | +91.4% | +68.7% |
| 3Y | +356.1% | -40.6% | +396.7% | +380.1% |
| 5Y | +243.8% | -71.9% | +315.7% | +395.9% |
| 10Y | +542.4% | -55.3% | +597.7% | +657.3% |
| All | +542.4% | -54.6% | +597.0% | +657.3% |
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