+289.1%
GLW vs FLR
+603.8%
-314.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.4% |
| 7D | +3.8% | +5.4% | -1.7% | +2.0% |
| 30D | -1.3% | +11.4% | -12.7% | -4.9% |
| 3M | -21.8% | +11.4% | -33.2% | -23.9% |
| 6M | +6.9% | +16.6% | -9.7% | +2.4% |
| YTD | +77.2% | +41.7% | +35.4% | +60.1% |
| 1Y | +123.2% | +35.4% | +87.8% | +103.6% |
| 3Y | +400.0% | +57.3% | +342.7% | +315.3% |
| 5Y | +342.8% | +241.0% | +101.8% | +178.3% |
| 10Y | +771.4% | +16.6% | +754.7% | +523.3% |
| All | +289.1% | +603.8% | -314.7% | +47.3% |
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