-44.4%
GLW vs FERG
+8.6%
-53.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.8% |
| 7D | +7.7% | +9.7% | -2.0% | +0.7% |
| 30D | -18.8% | +15.0% | -33.9% | -26.1% |
| 3M | -27.7% | +3.8% | -31.5% | -29.0% |
| 6M | -44.4% | +10.6% | -55.1% | -48.8% |
| All | -44.4% | +8.6% | -53.1% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling