+244.0%
GLW vs FIX
+1,055.8%
-811.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.5% |
| 7D | +15.5% | +17.0% | -1.5% | +7.4% |
| 30D | -19.6% | -30.6% | +11.0% | -5.2% |
| 3M | -28.5% | -35.0% | +6.5% | -12.6% |
| 6M | -39.5% | -44.0% | +4.4% | -20.1% |
| YTD | +37.2% | +21.1% | +16.1% | +40.8% |
| 1Y | +35.4% | +16.3% | +19.2% | +40.7% |
| 3Y | +359.7% | +507.4% | -147.7% | +174.6% |
| 5Y | +244.0% | +1,052.1% | -808.1% | +57.7% |
| All | +244.0% | +1,055.8% | -811.8% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling