+331.3%
GLW vs FERG
+73.7%
+257.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -11.1% | +7.2% | -18.3% | -13.7% |
| 30D | -28.4% | +17.9% | -46.3% | -33.4% |
| 3M | -28.8% | -1.3% | -27.5% | -28.6% |
| 6M | -39.8% | +8.3% | -48.1% | -42.0% |
| YTD | +28.7% | +18.3% | +10.4% | +20.8% |
| 1Y | +27.7% | +4.7% | +23.0% | +24.4% |
| 3Y | +331.3% | +70.3% | +261.1% | +246.8% |
| All | +331.3% | +73.7% | +257.7% | +246.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling