+35.4%
GLW vs FIX
+17.6%
+17.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +1.7% |
| 7D | +15.5% | +17.0% | -1.5% | +0.8% |
| 30D | -19.6% | -30.6% | +11.0% | +9.6% |
| 3M | -28.5% | -35.0% | +6.5% | +4.1% |
| 6M | -39.5% | -44.0% | +4.4% | +2.8% |
| YTD | +37.2% | +21.1% | +16.1% | +37.5% |
| 1Y | +35.4% | +16.3% | +19.2% | +39.5% |
| All | +35.4% | +17.6% | +17.8% | +39.5% |
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