+382.5%
GLW vs FND
-61.9%
+444.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.6% | +12.2% | +8.6% |
| 7D | +14.0% | +0.4% | +13.6% | +13.8% |
| 30D | +0.4% | -23.6% | +23.9% | +6.6% |
| 3M | -11.3% | +4.3% | -15.7% | -13.1% |
| 6M | +35.1% | -20.3% | +55.3% | +40.4% |
| YTD | +90.5% | -21.3% | +111.8% | +97.8% |
| 1Y | +132.0% | -45.4% | +177.4% | +161.2% |
| 3Y | +463.3% | -48.9% | +512.2% | +516.3% |
| 5Y | +382.5% | -61.0% | +443.5% | +405.6% |
| All | +382.5% | -61.9% | +444.3% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling