+851.8%
GLW vs FERG
+351.3%
+500.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +7.8% | -2.6% | +10.4% | +8.5% |
| 30D | -0.4% | -8.9% | +8.5% | +1.8% |
| 3M | -5.6% | -2.0% | -3.5% | -4.9% |
| 6M | +26.7% | -3.2% | +29.9% | +28.2% |
| YTD | +91.0% | +1.5% | +89.5% | +91.4% |
| 1Y | +122.4% | +0.5% | +121.9% | +122.9% |
| 3Y | +471.0% | +50.4% | +420.6% | +423.8% |
| 5Y | +385.6% | +68.7% | +317.0% | +330.0% |
| All | +851.8% | +351.3% | +500.5% | +671.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling