+588.9%
GLW vs FTV
+119.0%
+469.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -13.9% | +0.2% | -14.1% | -13.9% |
| 30D | -35.0% | +15.7% | -50.6% | -40.3% |
| 3M | -32.4% | +7.5% | -39.9% | -35.3% |
| 6M | -41.3% | +8.5% | -49.8% | -44.8% |
| YTD | +21.8% | +18.8% | +3.1% | +6.2% |
| 1Y | +21.8% | +28.5% | -6.7% | +0.8% |
| 3Y | +307.7% | +34.0% | +273.7% | +220.1% |
| 5Y | +213.7% | +12.6% | +201.1% | +170.7% |
| 10Y | +509.3% | +111.4% | +397.8% | +282.3% |
| All | +588.9% | +119.0% | +469.8% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling