+356.1%
GLW vs FTI
+210.5%
+145.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.5% | +9.0% |
| 7D | -5.9% | -4.3% | -1.6% | -4.2% |
| 30D | -26.0% | -8.0% | -18.0% | -23.7% |
| 3M | -29.9% | -8.0% | -21.8% | -27.7% |
| 6M | -37.8% | -8.7% | -29.1% | -35.8% |
| YTD | +33.1% | +43.9% | -10.8% | +21.3% |
| 1Y | +36.8% | +49.8% | -13.0% | +23.3% |
| 3Y | +356.1% | +211.7% | +144.4% | +261.1% |
| All | +356.1% | +210.5% | +145.6% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling