+493.9%
GLW vs FIVE
+563.4%
-69.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -13.9% | -0.3% | -13.7% | -13.9% |
| 30D | -35.0% | +17.7% | -52.6% | -37.8% |
| 3M | -32.4% | +4.0% | -36.3% | -33.4% |
| 6M | -41.3% | +2.6% | -44.0% | -42.7% |
| YTD | +21.8% | +27.6% | -5.7% | +12.3% |
| 1Y | +21.8% | +59.9% | -38.1% | +5.7% |
| 3Y | +307.7% | +35.8% | +271.9% | +245.4% |
| 5Y | +213.7% | +14.4% | +199.3% | +167.9% |
| All | +493.9% | +563.4% | -69.6% | +244.6% |
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