+40.6%
GLW vs FIX
+14.3%
+26.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -15.1% | +9.2% | +7.1% |
| 7D | -9.5% | -18.9% | +9.4% | +6.9% |
| 30D | -25.5% | -36.3% | +10.8% | +9.6% |
| 3M | -25.6% | -38.5% | +12.9% | +13.4% |
| 6M | -25.5% | -42.3% | +16.8% | +23.8% |
| YTD | +36.4% | +17.1% | +19.3% | +40.9% |
| 1Y | +40.6% | +14.4% | +26.2% | +47.2% |
| All | +40.6% | +14.3% | +26.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling