+212.6%
GLW vs FIX
+933.9%
-721.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | 0.0% |
| 7D | -13.9% | -17.5% | +3.5% | -6.2% |
| 30D | -35.0% | -41.6% | +6.6% | -17.0% |
| 3M | -32.4% | -40.6% | +8.2% | -13.8% |
| 6M | -41.3% | -49.4% | +8.0% | -18.8% |
| YTD | +21.8% | +9.2% | +12.7% | +31.2% |
| 1Y | +21.8% | +6.5% | +15.4% | +32.2% |
| 3Y | +307.7% | +448.7% | -141.1% | +155.1% |
| All | +212.6% | +933.9% | -721.3% | +49.1% |
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