+40.0%
GLW vs FERG
+3.5%
+36.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | +7.7% | +9.7% | -2.0% | +1.1% |
| 30D | -18.8% | +15.0% | -33.9% | -26.0% |
| 3M | -27.7% | +3.8% | -31.5% | -29.4% |
| 6M | -44.4% | +10.6% | -55.1% | -48.1% |
| YTD | +31.3% | +17.0% | +14.3% | +24.0% |
| 1Y | +40.0% | +7.1% | +33.0% | +33.8% |
| All | +40.0% | +3.5% | +36.6% | +33.8% |
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