+767.2%
GLW vs FIVE
+478.4%
+288.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +4.3% |
| 7D | +3.8% | +4.3% | -0.5% | +2.7% |
| 30D | -1.3% | +12.5% | -13.9% | -4.6% |
| 3M | -21.8% | +31.2% | -53.0% | -27.7% |
| 6M | +6.9% | +14.4% | -7.5% | +1.8% |
| YTD | +77.2% | +33.9% | +43.3% | +61.9% |
| 1Y | +123.2% | +65.1% | +58.2% | +92.3% |
| 3Y | +400.0% | +49.0% | +351.0% | +313.7% |
| 5Y | +342.8% | +30.3% | +312.5% | +264.2% |
| All | +767.2% | +478.4% | +288.8% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling