+233.4%
GLW vs FIVE
+18.8%
+214.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +7.3% | -18.4% | -12.4% |
| 30D | -28.4% | +18.1% | -46.5% | -30.9% |
| 3M | -28.8% | +7.7% | -36.5% | -30.2% |
| 6M | -39.8% | +13.6% | -53.4% | -42.0% |
| YTD | +28.7% | +34.6% | -5.8% | +19.6% |
| 1Y | +27.7% | +66.2% | -38.5% | +13.5% |
| 3Y | +331.3% | +43.5% | +287.9% | +274.9% |
| 5Y | +233.4% | +20.7% | +212.8% | +187.0% |
| All | +233.4% | +18.8% | +214.6% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling