+463.3%
GLW vs FTI
+284.3%
+179.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.1% | +9.7% | +8.2% |
| 7D | +14.0% | -0.2% | +14.2% | +14.0% |
| 30D | +0.4% | +12.3% | -12.0% | -3.5% |
| 3M | -11.3% | +13.8% | -25.1% | -15.1% |
| 6M | +35.1% | +24.3% | +10.8% | +25.6% |
| YTD | +90.5% | +75.8% | +14.8% | +63.0% |
| 1Y | +132.0% | +99.6% | +32.4% | +91.9% |
| 3Y | +463.3% | +278.4% | +184.9% | +318.5% |
| All | +463.3% | +284.3% | +179.0% | +318.5% |
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