+27.7%
GLW vs FIVE
+63.0%
-35.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +7.3% | -18.4% | -12.2% |
| 30D | -28.4% | +18.1% | -46.5% | -30.6% |
| 3M | -28.8% | +7.7% | -36.5% | -30.0% |
| 6M | -39.8% | +13.6% | -53.4% | -41.0% |
| YTD | +28.7% | +34.6% | -5.8% | +13.0% |
| 1Y | +27.7% | +66.2% | -38.5% | -3.0% |
| All | +27.7% | +63.0% | -35.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling