+837.6%
GLW vs FITB
+285.0%
+552.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.2% | +7.9% |
| 7D | +14.0% | +2.8% | +11.2% | +12.5% |
| 30D | +0.4% | -4.5% | +4.9% | +2.5% |
| 3M | -11.3% | +5.7% | -17.0% | -13.9% |
| 6M | +35.1% | +17.1% | +18.0% | +25.1% |
| YTD | +90.5% | +18.3% | +72.2% | +75.2% |
| 1Y | +132.0% | +23.9% | +108.1% | +108.5% |
| 3Y | +463.3% | +131.1% | +332.2% | +274.0% |
| 5Y | +382.5% | +71.1% | +311.4% | +255.6% |
| 10Y | +837.6% | +283.9% | +553.8% | +358.7% |
| All | +837.6% | +285.0% | +552.6% | +358.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling