+562.0%
GLW vs FITB
+226.2%
+335.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.9% |
| 30D | -18.2% | +7.0% | -25.3% | -20.7% |
| 3M | -24.2% | -4.8% | -19.4% | -22.5% |
| 6M | -41.7% | +13.5% | -55.3% | -45.3% |
| YTD | +38.3% | +19.1% | +19.2% | +26.8% |
| 1Y | +38.2% | +30.8% | +7.4% | +21.4% |
| 3Y | +363.4% | +141.6% | +221.8% | +202.1% |
| 5Y | +254.6% | +48.3% | +206.3% | +179.4% |
| 10Y | +562.0% | +215.9% | +346.0% | +247.4% |
| All | +562.0% | +226.2% | +335.8% | +247.4% |
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