+339.2%
GLW vs FIVE
+40.0%
+299.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +2.7% | +5.1% | +7.3% |
| 30D | -18.8% | +12.7% | -31.5% | -20.5% |
| 3M | -27.7% | +2.1% | -29.8% | -28.2% |
| 6M | -44.4% | +17.5% | -61.9% | -46.4% |
| YTD | +31.3% | +31.0% | +0.3% | +24.3% |
| 1Y | +40.0% | +67.7% | -27.7% | +27.0% |
| 3Y | +339.2% | +43.4% | +295.9% | +258.3% |
| All | +339.2% | +40.0% | +299.3% | +258.3% |
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