+205.7%
GLW vs FIX
+929.6%
-723.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -11.6% | -1.3% | -7.5% |
| 7D | -19.7% | -27.2% | +7.5% | -7.2% |
| 30D | -38.8% | -46.9% | +8.1% | -18.2% |
| 3M | -33.9% | -44.4% | +10.5% | -13.1% |
| 6M | -36.0% | -50.9% | +14.9% | -9.7% |
| YTD | +18.7% | +3.5% | +15.2% | +31.1% |
| 1Y | +19.8% | -2.1% | +21.9% | +34.4% |
| 3Y | +294.3% | +418.7% | -124.4% | +153.3% |
| 5Y | +205.7% | +894.6% | -688.8% | +49.4% |
| All | +205.7% | +929.6% | -723.9% | +49.4% |
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