+123.2%
GLW vs FERG
+0.8%
+122.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.2% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -1.3% | -10.2% | +8.8% | +4.9% |
| 3M | -21.8% | -0.6% | -21.2% | -21.6% |
| 6M | +6.9% | -6.5% | +13.4% | +10.4% |
| YTD | +77.2% | +4.2% | +73.0% | +77.8% |
| 1Y | +123.2% | -2.3% | +125.5% | +128.2% |
| All | +123.2% | +0.8% | +122.4% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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