+562.0%
GLW vs FLR
+9.0%
+553.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +1.4% | +6.3% | -4.9% | +0.2% |
| 30D | -18.2% | +1.8% | -20.0% | -18.3% |
| 3M | -24.2% | -4.4% | -19.8% | -23.2% |
| 6M | -41.7% | +15.9% | -57.6% | -42.9% |
| YTD | +38.3% | +27.7% | +10.6% | +32.7% |
| 1Y | +38.2% | +11.6% | +26.6% | +36.1% |
| 3Y | +363.4% | +39.9% | +323.5% | +325.4% |
| 5Y | +254.6% | +127.5% | +127.1% | +192.1% |
| 10Y | +562.0% | +11.6% | +550.4% | +540.8% |
| All | +562.0% | +9.0% | +553.0% | +540.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling