+493.9%
GLW vs FN
+753.0%
-259.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.0% | -1.9% |
| 7D | -13.9% | 0.0% | -13.9% | -14.3% |
| 30D | -35.0% | -34.3% | -0.7% | -24.1% |
| 3M | -32.4% | -39.9% | +7.5% | -18.6% |
| 6M | -41.3% | -51.8% | +10.5% | -23.4% |
| YTD | +21.8% | -28.1% | +50.0% | +40.0% |
| 1Y | +21.8% | -29.1% | +50.9% | +40.4% |
| 3Y | +307.7% | +102.4% | +205.2% | +219.8% |
| 5Y | +213.7% | +171.7% | +42.0% | +112.5% |
| All | +493.9% | +753.0% | -259.1% | +185.9% |
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