+526.0%
GLW vs FN
+700.1%
-174.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -1.5% |
| 7D | +7.7% | +0.3% | +7.5% | +7.7% |
| 30D | -18.8% | -16.5% | -2.3% | -13.4% |
| 3M | -27.7% | -42.1% | +14.4% | -11.8% |
| 6M | -44.4% | -52.9% | +8.4% | -26.8% |
| YTD | +31.3% | -28.0% | +59.2% | +50.8% |
| 1Y | +40.0% | -18.5% | +58.6% | +54.9% |
| 3Y | +339.2% | +93.9% | +245.4% | +249.5% |
| 5Y | +229.2% | +170.5% | +58.7% | +123.3% |
| All | +526.0% | +700.1% | -174.2% | +205.2% |
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