+1,080.8%
GLW vs FTI
+1,731.3%
-650.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -11.1% | -3.3% | -7.8% | -9.9% |
| 30D | -28.4% | -7.2% | -21.2% | -26.5% |
| 3M | -28.8% | -12.9% | -15.9% | -25.3% |
| 6M | -39.8% | -7.9% | -32.0% | -38.2% |
| YTD | +28.7% | +45.2% | -16.4% | +14.0% |
| 1Y | +27.7% | +48.1% | -20.3% | +12.2% |
| 3Y | +331.3% | +205.0% | +126.4% | +187.7% |
| 5Y | +233.4% | +838.8% | -605.4% | +40.2% |
| 10Y | +521.8% | +174.8% | +347.0% | +234.7% |
| All | +1,080.8% | +1,731.3% | -650.5% | +63.7% |
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