+463.3%
GLW vs USFR
+14.0%
+449.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.5% | +7.8% |
| 7D | +14.0% | +0.1% | +14.0% | +14.4% |
| 30D | +0.4% | +0.3% | 0.0% | +2.3% |
| 3M | -11.3% | +1.0% | -12.3% | -6.5% |
| 6M | +35.1% | +1.9% | +33.1% | +44.7% |
| YTD | +90.5% | +2.7% | +87.9% | +103.4% |
| 1Y | +132.0% | +4.0% | +128.0% | +143.3% |
| 3Y | +463.3% | +14.0% | +449.3% | +409.9% |
| All | +463.3% | +14.0% | +449.3% | +409.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling