+35.4%
GLW vs FITB
+29.2%
+6.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +15.5% | +0.8% | +14.7% | +15.1% |
| 30D | -19.6% | +7.3% | -26.9% | -22.3% |
| 3M | -28.5% | -6.3% | -22.2% | -25.9% |
| 6M | -39.5% | +12.6% | -52.1% | -44.1% |
| YTD | +37.2% | +18.0% | +19.2% | +18.2% |
| 1Y | +35.4% | +28.9% | +6.5% | +10.3% |
| All | +35.4% | +29.2% | +6.2% | +10.3% |
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