+307.7%
GLW vs FIX
+448.6%
-140.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | -0.2% |
| 7D | -13.9% | -17.5% | +3.5% | -5.5% |
| 30D | -35.0% | -41.6% | +6.6% | -15.1% |
| 3M | -32.4% | -40.6% | +8.2% | -11.9% |
| 6M | -41.3% | -49.4% | +8.0% | -16.5% |
| YTD | +21.8% | +9.2% | +12.7% | +34.0% |
| 1Y | +21.8% | +6.5% | +15.4% | +35.1% |
| 3Y | +307.7% | +448.7% | -141.1% | +170.3% |
| All | +307.7% | +448.6% | -140.9% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling