+307.7%
GLW vs FITB
+123.2%
+184.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | -13.9% | -1.5% | -12.4% | -13.3% |
| 30D | -35.0% | +5.8% | -40.8% | -36.7% |
| 3M | -32.4% | -6.1% | -26.2% | -30.4% |
| 6M | -41.3% | +5.9% | -47.3% | -43.3% |
| YTD | +21.8% | +16.1% | +5.7% | +12.2% |
| 1Y | +21.8% | +28.8% | -7.0% | +7.1% |
| 3Y | +307.7% | +126.0% | +181.6% | +181.8% |
| All | +307.7% | +123.2% | +184.5% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling