+463.3%
GLW vs FLR
+60.4%
+402.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.7% | +7.2% |
| 7D | +14.0% | +0.7% | +13.4% | +13.7% |
| 30D | +0.4% | -0.7% | +1.0% | +0.4% |
| 3M | -11.3% | +14.3% | -25.7% | -15.4% |
| 6M | +35.1% | +25.6% | +9.5% | +25.0% |
| YTD | +90.5% | +42.9% | +47.7% | +70.2% |
| 1Y | +132.0% | +38.7% | +93.3% | +108.5% |
| 3Y | +463.3% | +61.8% | +401.5% | +351.9% |
| All | +463.3% | +60.4% | +402.9% | +351.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling