+521.8%
GLW vs FN
+772.0%
-250.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -1.4% |
| 7D | -11.1% | -4.1% | -7.0% | -9.6% |
| 30D | -28.4% | -28.3% | -0.1% | -19.2% |
| 3M | -28.8% | -33.9% | +5.1% | -17.3% |
| 6M | -39.8% | -43.9% | +4.1% | -25.4% |
| YTD | +28.7% | -23.4% | +52.2% | +44.4% |
| 1Y | +27.7% | -25.4% | +53.1% | +44.1% |
| 3Y | +331.3% | +107.9% | +223.4% | +234.3% |
| 5Y | +233.4% | +195.1% | +38.4% | +118.9% |
| 10Y | +521.8% | +794.1% | -272.3% | +192.5% |
| All | +521.8% | +772.0% | -250.2% | +192.5% |
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