+394.5%
GLW vs FERG
+70.2%
+324.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +16.9% | +0.9% | +16.0% | +16.4% |
| 30D | +7.0% | -15.1% | +22.0% | +14.7% |
| 3M | -3.0% | -4.8% | +1.9% | -0.7% |
| 6M | +31.0% | -2.5% | +33.4% | +33.0% |
| YTD | +93.4% | +1.8% | +91.6% | +93.0% |
| 1Y | +134.7% | -0.3% | +135.1% | +135.1% |
| 3Y | +471.8% | +52.9% | +418.9% | +356.9% |
| 5Y | +394.5% | +69.3% | +325.2% | +253.4% |
| All | +394.5% | +70.2% | +324.3% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling