+119.6%
GLW vs FLR
+30.6%
+89.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -1.8% |
| 7D | +11.7% | -6.9% | +18.6% | +16.4% |
| 30D | +2.7% | +1.1% | +1.5% | +1.6% |
| 3M | -2.8% | +14.3% | -17.1% | -9.5% |
| 6M | +20.2% | +19.1% | +1.1% | +9.1% |
| YTD | +87.3% | +35.1% | +52.2% | +62.7% |
| 1Y | +119.6% | +29.5% | +90.1% | +94.8% |
| All | +119.6% | +30.6% | +89.0% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling