+853.6%
GLW vs FTV
+80.4%
+773.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.3% | +8.0% |
| 7D | +14.0% | -0.4% | +14.4% | +14.2% |
| 30D | +0.4% | -8.3% | +8.7% | +5.6% |
| 3M | -11.3% | -7.4% | -3.9% | -8.4% |
| 6M | +35.1% | -1.2% | +36.3% | +33.7% |
| YTD | +90.5% | +2.7% | +87.8% | +80.9% |
| 1Y | +132.0% | +18.4% | +113.6% | +100.4% |
| 3Y | +463.3% | -2.0% | +465.4% | +437.0% |
| 5Y | +382.5% | +3.4% | +379.1% | +334.0% |
| All | +853.6% | +80.4% | +773.1% | +536.7% |
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