+391.2%
GLW vs FND
+70.0%
+321.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.4% |
| 7D | -11.1% | +6.8% | -17.9% | -12.7% |
| 30D | -28.4% | +13.1% | -41.5% | -31.1% |
| 3M | -28.8% | -13.1% | -15.7% | -26.8% |
| 6M | -39.8% | -0.6% | -39.3% | -40.9% |
| YTD | +28.7% | -15.5% | +44.3% | +31.0% |
| 1Y | +27.7% | -13.7% | +41.4% | +29.0% |
| 3Y | +331.3% | -35.0% | +366.3% | +347.1% |
| 5Y | +233.4% | -60.1% | +293.5% | +276.7% |
| All | +391.2% | +70.0% | +321.2% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling