+342.1%
GLW vs FITB
+71.5%
+270.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | -4.7% | +3.4% | +0.8% |
| 3M | -21.8% | +6.7% | -28.5% | -24.3% |
| 6M | +6.9% | +12.6% | -5.7% | +1.1% |
| YTD | +77.2% | +19.1% | +58.0% | +62.8% |
| 1Y | +123.2% | +22.6% | +100.6% | +102.1% |
| 3Y | +400.0% | +127.1% | +272.9% | +243.0% |
| All | +342.1% | +71.5% | +270.6% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling