+356.1%
GLW vs FIVE
+42.1%
+314.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.6% | +3.7% | +8.3% |
| 7D | -5.9% | +6.2% | -12.1% | -6.8% |
| 30D | -26.0% | +18.2% | -44.2% | -28.1% |
| 3M | -29.9% | +3.8% | -33.7% | -30.5% |
| 6M | -37.8% | +13.7% | -51.5% | -39.6% |
| YTD | +33.1% | +34.7% | -1.6% | +25.4% |
| 1Y | +36.8% | +66.6% | -29.8% | +24.3% |
| 3Y | +356.1% | +44.3% | +311.8% | +273.7% |
| All | +356.1% | +42.1% | +314.0% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling