+542.4%
GLW vs FIX
+4,032.2%
-3,489.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.4% | -0.2% | +4.9% |
| 7D | -5.9% | -7.2% | +1.4% | -2.8% |
| 30D | -26.0% | -35.1% | +9.1% | -10.5% |
| 3M | -29.9% | -34.3% | +4.4% | -15.2% |
| 6M | -37.8% | -42.9% | +5.2% | -18.5% |
| YTD | +33.1% | +19.5% | +13.7% | +32.3% |
| 1Y | +36.8% | +16.8% | +20.1% | +37.0% |
| 3Y | +356.1% | +506.7% | -150.6% | +123.2% |
| 5Y | +243.8% | +1,046.7% | -802.9% | +23.3% |
| 10Y | +542.4% | +3,800.0% | -3,257.6% | +35.9% |
| All | +542.4% | +4,032.2% | -3,489.8% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling