+521.8%
GLW vs USFR
+28.5%
+493.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.4% |
| 7D | -11.1% | +0.1% | -11.2% | -11.2% |
| 30D | -28.4% | +0.4% | -28.8% | -28.9% |
| 3M | -28.8% | +1.1% | -29.8% | -29.9% |
| 6M | -39.8% | +2.1% | -41.9% | -41.7% |
| YTD | +28.7% | +3.4% | +25.3% | +21.6% |
| 1Y | +27.7% | +4.1% | +23.6% | +19.2% |
| 3Y | +331.3% | +14.4% | +316.9% | +236.9% |
| 5Y | +233.4% | +21.4% | +212.1% | +132.7% |
| 10Y | +521.8% | +28.5% | +493.2% | +302.6% |
| All | +521.8% | +28.5% | +493.2% | +302.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling