+182.7%
GLW vs FLR
+532.1%
-349.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | +5.1% | -16.2% | -12.2% |
| 30D | -28.4% | -0.5% | -28.0% | -28.0% |
| 3M | -28.8% | -3.5% | -25.3% | -27.8% |
| 6M | -39.8% | +16.5% | -56.3% | -41.8% |
| YTD | +28.7% | +27.3% | +1.5% | +20.7% |
| 1Y | +27.7% | +10.6% | +17.1% | +24.8% |
| 3Y | +331.3% | +39.4% | +292.0% | +274.4% |
| 5Y | +233.4% | +126.4% | +107.1% | +139.6% |
| 10Y | +521.8% | +8.4% | +513.4% | +360.0% |
| All | +182.7% | +532.1% | -349.4% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling