+40.6%
GLW vs USFR
+4.1%
+36.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -9.5% | +0.1% | -9.6% | -6.5% |
| 30D | -25.5% | +0.4% | -25.9% | -15.4% |
| 3M | -25.6% | +1.1% | -26.6% | +13.7% |
| 6M | -25.5% | +2.0% | -27.5% | +75.7% |
| YTD | +36.4% | +3.4% | +33.0% | +283.6% |
| 1Y | +40.6% | +4.1% | +36.5% | +213.1% |
| All | +40.6% | +4.1% | +36.5% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling