+50.1%
GLW vs FPS
+19.2%
+31.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +3.9% |
| 7D | +16.9% | +5.3% | +11.5% | +13.4% |
| 30D | +7.0% | -17.6% | +24.6% | +19.7% |
| 3M | -3.0% | -45.8% | +42.8% | +34.5% |
| 6M | +31.0% | -10.1% | +41.1% | +40.5% |
| All | +50.1% | +19.2% | +31.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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