+1,121.1%
GLW vs FTI
+1,715.2%
-594.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.8% |
| 3M | -29.9% | -8.0% | -21.8% | -27.9% |
| 6M | -37.8% | -8.7% | -29.1% | -35.9% |
| YTD | +33.1% | +43.9% | -10.8% | +18.2% |
| 1Y | +36.8% | +49.8% | -13.0% | +19.8% |
| 3Y | +356.1% | +211.7% | +144.4% | +202.1% |
| 5Y | +243.8% | +781.6% | -537.7% | +47.7% |
| 10Y | +542.4% | +180.2% | +362.2% | +242.9% |
| All | +1,121.1% | +1,715.2% | -594.1% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling