+638.0%
GLW vs FND
+57.3%
+580.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +16.9% | -0.8% | +17.7% | +17.0% |
| 30D | +7.0% | -19.6% | +26.6% | +13.0% |
| 3M | -3.0% | -4.3% | +1.4% | -2.6% |
| 6M | +31.0% | -20.4% | +51.4% | +36.9% |
| YTD | +93.4% | -21.9% | +115.3% | +102.2% |
| 1Y | +134.7% | -45.2% | +179.9% | +168.6% |
| 3Y | +471.8% | -49.2% | +521.0% | +537.4% |
| 5Y | +394.5% | -61.8% | +456.3% | +465.8% |
| All | +638.0% | +57.3% | +580.7% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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