+348.6%
GLW vs FTI
+1,137.0%
-788.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | +5.3% | -1.5% | +2.4% |
| 30D | -1.3% | +15.3% | -16.7% | -4.8% |
| 3M | -21.8% | +15.8% | -37.6% | -24.6% |
| 6M | +6.9% | +22.6% | -15.7% | +1.7% |
| YTD | +77.2% | +79.5% | -2.4% | +55.8% |
| 1Y | +123.2% | +102.0% | +21.2% | +91.2% |
| 3Y | +400.0% | +315.8% | +84.2% | +267.5% |
| All | +348.6% | +1,137.0% | -788.4% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling