+853.6%
GLW vs FTI
+299.5%
+554.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.1% | +9.7% | +8.1% |
| 7D | +14.0% | -0.2% | +14.2% | +14.0% |
| 30D | +0.4% | +12.3% | -12.0% | -2.7% |
| 3M | -11.3% | +13.8% | -25.1% | -14.4% |
| 6M | +35.1% | +24.3% | +10.8% | +27.6% |
| YTD | +90.5% | +75.8% | +14.8% | +65.9% |
| 1Y | +132.0% | +99.6% | +32.4% | +95.3% |
| 3Y | +463.3% | +278.4% | +184.9% | +297.7% |
| 5Y | +382.5% | +1,168.7% | -786.2% | +139.5% |
| All | +853.6% | +299.5% | +554.1% | +441.8% |
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