+40.6%
GLW vs FITB
+36.9%
+3.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.5% |
| 7D | -9.5% | +2.3% | -11.8% | -10.6% |
| 30D | -25.5% | +7.7% | -33.2% | -28.3% |
| 3M | -25.6% | -4.5% | -21.1% | -23.8% |
| 6M | -25.5% | +12.5% | -38.0% | -31.1% |
| YTD | +36.4% | +19.8% | +16.6% | +16.4% |
| 1Y | +40.6% | +34.1% | +6.5% | +11.0% |
| All | +40.6% | +36.9% | +3.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling