+901.5%
GLW vs FTV
+90.8%
+810.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.3% |
| 7D | +3.8% | -4.5% | +8.3% | +6.6% |
| 30D | -1.3% | -7.1% | +5.7% | +3.0% |
| 3M | -21.8% | -7.2% | -14.6% | -19.3% |
| 6M | +6.9% | -1.5% | +8.4% | +6.1% |
| YTD | +77.2% | +3.5% | +73.7% | +67.7% |
| 1Y | +123.2% | +20.3% | +102.9% | +91.4% |
| 3Y | +400.0% | -3.1% | +403.1% | +381.2% |
| 5Y | +342.8% | +2.3% | +340.5% | +302.4% |
| 10Y | +771.4% | +76.3% | +695.1% | +498.9% |
| All | +901.5% | +90.8% | +810.7% | +583.4% |
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 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