+40.6%
GLW vs FN
-25.7%
+66.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.1% | -1.9% |
| 7D | -9.5% | -7.0% | -2.5% | -5.9% |
| 30D | -25.5% | -24.7% | -0.8% | -11.1% |
| 3M | -25.6% | -35.7% | +10.1% | -2.9% |
| 6M | -25.5% | -52.4% | +26.9% | +17.1% |
| YTD | +36.4% | -25.0% | +61.3% | +62.8% |
| 1Y | +40.6% | -25.7% | +66.3% | +69.1% |
| All | +40.6% | -25.7% | +66.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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