+119.6%
GLW vs FERG
-1.6%
+121.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.5% |
| 7D | +11.7% | -1.0% | +12.7% | +12.4% |
| 30D | +2.7% | -11.8% | +14.5% | +10.9% |
| 3M | -2.8% | -1.2% | -1.6% | -1.9% |
| 6M | +20.2% | -2.3% | +22.5% | +23.3% |
| YTD | +87.3% | +0.8% | +86.5% | +91.3% |
| 1Y | +119.6% | +0.5% | +119.1% | +127.2% |
| All | +119.6% | -1.6% | +121.1% | +127.2% |
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