+205.7%
GLW vs FN
+148.3%
+57.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -14.2% | +1.3% | -7.1% |
| 7D | -19.7% | -16.0% | -3.8% | -14.0% |
| 30D | -38.8% | -40.1% | +1.3% | -25.0% |
| 3M | -33.9% | -43.9% | +10.0% | -17.1% |
| 6M | -36.0% | -55.6% | +19.7% | -12.2% |
| YTD | +18.7% | -35.7% | +54.4% | +45.4% |
| 1Y | +19.8% | -39.8% | +59.6% | +49.1% |
| 3Y | +294.3% | +80.3% | +214.0% | +255.0% |
| 5Y | +205.7% | +143.3% | +62.4% | +132.9% |
| All | +205.7% | +148.3% | +57.4% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling