+243.8%
GLW vs FTI
+771.0%
-527.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.5% | +9.1% |
| 7D | -5.9% | -4.3% | -1.6% | -4.6% |
| 30D | -26.0% | -8.0% | -18.0% | -24.3% |
| 3M | -29.9% | -8.0% | -21.8% | -28.3% |
| 6M | -37.8% | -8.7% | -29.1% | -36.3% |
| YTD | +33.1% | +43.9% | -10.8% | +23.7% |
| 1Y | +36.8% | +49.8% | -13.0% | +26.0% |
| 3Y | +356.1% | +211.7% | +144.4% | +259.2% |
| 5Y | +243.8% | +781.6% | -537.7% | +117.5% |
| All | +243.8% | +771.0% | -527.2% | +117.5% |
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 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