+526.0%
GLW vs FTV
+109.2%
+416.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +7.7% | +3.9% | +3.8% | +5.4% |
| 30D | -18.8% | +18.7% | -37.5% | -26.8% |
| 3M | -27.7% | +10.0% | -37.8% | -31.8% |
| 6M | -44.4% | +14.6% | -59.0% | -49.4% |
| YTD | +31.3% | +23.4% | +7.9% | +11.5% |
| 1Y | +40.0% | +31.3% | +8.8% | +14.1% |
| 3Y | +339.2% | +39.8% | +299.4% | +233.9% |
| 5Y | +229.2% | +17.7% | +211.5% | +175.6% |
| All | +526.0% | +109.2% | +416.8% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling