+794.0%
GLW vs USFR
+28.6%
+765.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | -28.4% | +0.4% | -28.8% | -28.6% |
| 3M | -28.8% | +1.1% | -29.8% | -29.2% |
| 6M | -39.8% | +2.1% | -41.9% | -40.5% |
| YTD | +28.7% | +3.4% | +25.3% | +26.1% |
| 1Y | +27.7% | +4.1% | +23.6% | +24.6% |
| 3Y | +331.3% | +14.4% | +316.9% | +296.6% |
| 5Y | +233.4% | +21.4% | +212.1% | +195.7% |
| 10Y | +521.8% | +28.5% | +493.2% | +438.5% |
| All | +794.0% | +28.6% | +765.4% | +674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling