+526.0%
GLW vs FTI
+189.4%
+336.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.8% |
| 7D | +7.7% | +4.3% | +3.4% | +6.6% |
| 30D | -18.8% | -4.7% | -14.2% | -17.8% |
| 3M | -27.7% | -13.5% | -14.2% | -24.9% |
| 6M | -44.4% | -8.7% | -35.7% | -43.2% |
| YTD | +31.3% | +49.0% | -17.7% | +19.3% |
| 1Y | +40.0% | +54.0% | -14.0% | +26.2% |
| 3Y | +339.2% | +211.6% | +127.6% | +226.7% |
| 5Y | +229.2% | +881.9% | -652.7% | +75.3% |
| All | +526.0% | +189.4% | +336.6% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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