+1,085.6%
GLW vs FIVE
+826.1%
+259.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.3% | -8.7% | -11.9% |
| 7D | -19.7% | -1.7% | -18.0% | -19.4% |
| 30D | -38.8% | +14.9% | -53.7% | -40.8% |
| 3M | -33.9% | +7.6% | -41.5% | -35.3% |
| 6M | -36.0% | +6.4% | -42.4% | -37.8% |
| YTD | +18.7% | +28.1% | -9.3% | +10.6% |
| 1Y | +19.8% | +54.7% | -34.9% | +6.7% |
| 3Y | +294.3% | +36.1% | +258.3% | +240.5% |
| 5Y | +205.7% | +14.9% | +190.8% | +165.4% |
| 10Y | +493.8% | +578.8% | -85.1% | +259.5% |
| All | +1,085.6% | +826.1% | +259.5% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling