+356.1%
GLW vs FLR
+45.9%
+310.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +1.0% | +5.7% |
| 7D | -5.9% | +8.5% | -14.4% | -8.7% |
| 30D | -26.0% | -0.7% | -25.3% | -25.5% |
| 3M | -29.9% | -11.7% | -18.2% | -26.3% |
| 6M | -37.8% | +16.2% | -54.0% | -39.9% |
| YTD | +33.1% | +27.0% | +6.1% | +25.0% |
| 1Y | +36.8% | +10.1% | +26.7% | +33.5% |
| 3Y | +356.1% | +46.2% | +309.9% | +284.8% |
| All | +356.1% | +45.9% | +310.2% | +284.8% |
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 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