+909.0%
GLW vs FN
+3,020.0%
-2,111.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.1% | -4.1% |
| 7D | -9.5% | -7.0% | -2.5% | -7.8% |
| 30D | -25.5% | -24.7% | -0.8% | -19.4% |
| 3M | -25.6% | -35.7% | +10.1% | -15.8% |
| 6M | -25.5% | -52.4% | +26.9% | -8.3% |
| YTD | +36.4% | -25.0% | +61.3% | +50.4% |
| 1Y | +40.6% | -25.7% | +66.3% | +55.2% |
| 3Y | +352.8% | +110.2% | +242.6% | +276.6% |
| 5Y | +267.1% | +192.3% | +74.7% | +174.5% |
| 10Y | +581.8% | +812.3% | -230.4% | +297.0% |
| All | +909.0% | +3,020.0% | -2,111.0% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling