+526.0%
GLW vs FLR
+7.4%
+518.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.1% |
| 7D | +7.7% | +5.4% | +2.4% | +6.6% |
| 30D | -18.8% | +2.8% | -21.7% | -19.1% |
| 3M | -27.7% | -6.4% | -21.3% | -26.4% |
| 6M | -44.4% | +8.8% | -53.2% | -44.8% |
| YTD | +31.3% | +23.6% | +7.7% | +26.9% |
| 1Y | +40.0% | +13.8% | +26.2% | +37.5% |
| 3Y | +339.2% | +36.5% | +302.8% | +305.6% |
| 5Y | +229.2% | +119.3% | +109.8% | +173.3% |
| All | +526.0% | +7.4% | +518.6% | +515.7% |
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