+1,064.1%
GLW vs FERG
+1,348.4%
-284.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +5.3% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -1.3% | -10.2% | +8.8% | +0.3% |
| 3M | -21.8% | -0.6% | -21.2% | -21.7% |
| 6M | +6.9% | -6.5% | +13.4% | +8.2% |
| YTD | +77.2% | +4.2% | +73.0% | +76.7% |
| 1Y | +123.2% | -2.3% | +125.5% | +124.3% |
| 3Y | +400.0% | +48.5% | +351.5% | +374.7% |
| 5Y | +342.8% | +72.0% | +270.8% | +310.2% |
| 10Y | +771.4% | +369.9% | +401.5% | +674.7% |
| All | +1,064.1% | +1,348.4% | -284.3% | +974.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling