+331.3%
GLW vs FN
+106.7%
+224.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -1.1% |
| 7D | -11.1% | -4.1% | -7.0% | -9.4% |
| 30D | -28.4% | -28.3% | -0.1% | -17.3% |
| 3M | -28.8% | -33.9% | +5.1% | -15.1% |
| 6M | -39.8% | -43.9% | +4.1% | -22.6% |
| YTD | +28.7% | -23.4% | +52.2% | +48.9% |
| 1Y | +27.7% | -25.4% | +53.1% | +48.7% |
| 3Y | +331.3% | +107.9% | +223.4% | +259.2% |
| All | +331.3% | +106.7% | +224.6% | +259.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling