+38.2%
GLW vs FIVE
+66.9%
-28.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -18.2% | +17.4% | -35.6% | -20.6% |
| 3M | -24.2% | +7.0% | -31.2% | -25.4% |
| 6M | -41.7% | +20.5% | -62.2% | -44.4% |
| YTD | +38.3% | +33.1% | +5.2% | +21.6% |
| 1Y | +38.2% | +67.1% | -28.9% | +3.4% |
| All | +38.2% | +66.9% | -28.7% | +3.4% |
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