+681.9%
GLW vs FTV
+127.5%
+554.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +1.4% | -0.7% | +2.1% | +2.2% |
| 30D | -18.2% | +18.3% | -36.5% | -25.9% |
| 3M | -24.2% | +10.2% | -34.4% | -28.5% |
| 6M | -41.7% | +12.8% | -54.5% | -46.4% |
| YTD | +38.3% | +23.4% | +14.9% | +18.0% |
| 1Y | +38.2% | +31.4% | +6.8% | +13.1% |
| 3Y | +363.4% | +38.7% | +324.7% | +256.9% |
| 5Y | +254.6% | +18.6% | +236.0% | +196.7% |
| 10Y | +562.0% | +110.1% | +451.8% | +309.6% |
| All | +681.9% | +127.5% | +554.4% | +380.7% |
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 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