+762.7%
GLW vs FERG
+1,526.4%
-763.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | +7.7% | +9.7% | -2.0% | +6.1% |
| 30D | -18.8% | +15.0% | -33.9% | -20.6% |
| 3M | -27.7% | +3.8% | -31.5% | -28.2% |
| 6M | -44.4% | +10.6% | -55.1% | -45.3% |
| YTD | +31.3% | +17.0% | +14.3% | +28.5% |
| 1Y | +40.0% | +7.1% | +33.0% | +38.6% |
| 3Y | +339.2% | +67.7% | +271.5% | +309.2% |
| 5Y | +229.2% | +76.4% | +152.8% | +200.3% |
| 10Y | +528.4% | +424.2% | +104.1% | +448.3% |
| All | +762.7% | +1,526.4% | -763.7% | +681.4% |
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