+542.4%
GLW vs FITB
+247.7%
+294.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +8.1% |
| 7D | -5.9% | -1.1% | -4.8% | -5.3% |
| 30D | -26.0% | +7.3% | -33.3% | -28.3% |
| 3M | -29.9% | -4.0% | -25.9% | -28.6% |
| 6M | -37.8% | +11.9% | -49.7% | -41.2% |
| YTD | +33.1% | +19.0% | +14.1% | +22.0% |
| 1Y | +36.8% | +31.0% | +5.8% | +20.1% |
| 3Y | +356.1% | +143.8% | +212.3% | +196.3% |
| 5Y | +243.8% | +48.9% | +194.9% | +170.5% |
| 10Y | +542.4% | +236.6% | +305.8% | +238.9% |
| All | +542.4% | +247.7% | +294.7% | +238.9% |
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