+339.2%
GLW vs FITB
+144.0%
+195.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.8% |
| 7D | +7.7% | +2.8% | +5.0% | +6.5% |
| 30D | -18.8% | +9.8% | -28.6% | -22.3% |
| 3M | -27.7% | -5.2% | -22.6% | -26.0% |
| 6M | -44.4% | +17.3% | -61.8% | -48.7% |
| YTD | +31.3% | +19.3% | +12.0% | +19.5% |
| 1Y | +40.0% | +32.7% | +7.4% | +21.5% |
| 3Y | +339.2% | +141.6% | +197.7% | +197.2% |
| All | +339.2% | +144.0% | +195.2% | +197.2% |
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