+32.1%
GLW vs FIX
+14.0%
+18.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.4% | -0.2% | +1.1% |
| 7D | -5.9% | -7.2% | +1.4% | -1.1% |
| 30D | -26.0% | -35.1% | +9.1% | +7.4% |
| 3M | -29.9% | -34.3% | +4.4% | +0.8% |
| 6M | -37.8% | -42.9% | +5.2% | +4.5% |
| YTD | +33.1% | +19.5% | +13.7% | +35.1% |
| All | +32.1% | +14.0% | +18.0% | +37.9% |
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 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