+526.0%
GLW vs FIVE
+504.2%
+21.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +2.7% | +5.1% | +7.1% |
| 30D | -18.8% | +12.7% | -31.5% | -21.4% |
| 3M | -27.7% | +2.1% | -29.8% | -28.5% |
| 6M | -44.4% | +17.5% | -61.9% | -47.5% |
| YTD | +31.3% | +31.0% | +0.3% | +20.2% |
| 1Y | +40.0% | +67.7% | -27.7% | +20.0% |
| 3Y | +339.2% | +43.4% | +295.9% | +266.5% |
| 5Y | +229.2% | +18.1% | +211.1% | +178.8% |
| All | +526.0% | +504.2% | +21.8% | +261.1% |
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