+247.7%
GLW vs FIVE
+17.0%
+230.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +15.5% | +2.4% | +13.1% | +15.0% |
| 30D | -19.6% | +15.8% | -35.4% | -22.0% |
| 3M | -28.5% | +3.8% | -32.3% | -29.3% |
| 6M | -39.5% | +18.5% | -58.0% | -42.2% |
| YTD | +37.2% | +31.2% | +6.0% | +28.1% |
| 1Y | +35.4% | +61.8% | -26.4% | +21.0% |
| 3Y | +359.7% | +39.9% | +319.8% | +301.6% |
| All | +247.7% | +17.0% | +230.8% | +201.8% |
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