+554.2%
GLW vs FN
+763.2%
-209.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.8% |
| 7D | +15.5% | +20.8% | -5.2% | +7.2% |
| 30D | -19.6% | -17.3% | -2.3% | -13.9% |
| 3M | -28.5% | -38.1% | +9.6% | -14.9% |
| 6M | -39.5% | -44.2% | +4.7% | -25.0% |
| YTD | +37.2% | -22.3% | +59.5% | +53.0% |
| 1Y | +35.4% | -20.9% | +56.4% | +50.1% |
| 3Y | +359.7% | +111.1% | +248.6% | +254.2% |
| 5Y | +244.0% | +191.8% | +52.2% | +126.6% |
| All | +554.2% | +763.2% | -209.0% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling