+3,093.2%
GLW vs FITB
+2,780.8%
+312.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -13.9% | -1.5% | -12.4% | -13.5% |
| 30D | -35.0% | +5.8% | -40.8% | -36.1% |
| 3M | -32.4% | -6.1% | -26.2% | -31.1% |
| 6M | -41.3% | +5.9% | -47.3% | -42.5% |
| YTD | +21.8% | +16.1% | +5.7% | +16.3% |
| 1Y | +21.8% | +28.8% | -7.0% | +12.9% |
| 3Y | +307.7% | +126.0% | +181.6% | +219.6% |
| 5Y | +213.7% | +45.3% | +168.4% | +173.6% |
| 10Y | +509.3% | +255.4% | +253.9% | +301.0% |
| All | +3,093.2% | +2,780.8% | +312.5% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling