+542.4%
GLW vs FTV
+113.3%
+429.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.6% | +6.6% | +7.6% |
| 7D | -5.9% | +0.4% | -6.3% | -5.8% |
| 30D | -26.0% | +17.2% | -43.2% | -32.7% |
| 3M | -29.9% | +8.9% | -38.8% | -33.4% |
| 6M | -37.8% | +11.3% | -49.0% | -42.4% |
| YTD | +33.1% | +21.9% | +11.2% | +13.9% |
| 1Y | +36.8% | +31.6% | +5.3% | +11.3% |
| 3Y | +356.1% | +38.1% | +318.0% | +249.6% |
| 5Y | +243.8% | +15.7% | +228.1% | +191.0% |
| 10Y | +542.4% | +107.5% | +434.9% | +260.8% |
| All | +542.4% | +113.3% | +429.1% | +260.8% |
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