+27.7%
GLW vs FND
-13.4%
+41.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.6% |
| 7D | -11.1% | +6.8% | -17.9% | -11.9% |
| 30D | -28.4% | +13.1% | -41.5% | -30.0% |
| 3M | -28.8% | -13.1% | -15.7% | -26.3% |
| 6M | -39.8% | -0.6% | -39.3% | -39.9% |
| YTD | +28.7% | -15.5% | +44.3% | +30.9% |
| 1Y | +27.7% | -13.7% | +41.4% | +30.2% |
| All | +27.7% | -13.4% | +41.1% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling