+746.0%
GLW vs FERG
+1,545.2%
-799.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.1% | +7.2% | -18.3% | -12.1% |
| 30D | -28.4% | +17.9% | -46.3% | -30.3% |
| 3M | -28.8% | -1.3% | -27.5% | -28.7% |
| 6M | -39.8% | +8.3% | -48.1% | -40.6% |
| YTD | +28.7% | +18.3% | +10.4% | +25.8% |
| 1Y | +27.7% | +4.7% | +23.0% | +26.8% |
| 3Y | +331.3% | +70.3% | +261.1% | +300.9% |
| 5Y | +233.4% | +84.6% | +148.8% | +203.2% |
| 10Y | +521.8% | +430.3% | +91.5% | +441.4% |
| All | +746.0% | +1,545.2% | -799.2% | +664.7% |
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