+40.6%
GLW vs FRMI
-93.1%
+133.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.6% | +4.7% | -3.4% |
| 7D | -9.5% | -39.7% | +30.3% | +1.2% |
| 30D | -25.5% | -55.2% | +29.7% | -11.5% |
| 3M | -25.6% | -71.2% | +45.6% | -3.3% |
| 6M | -25.5% | -64.1% | +38.6% | -8.5% |
| YTD | +36.4% | -77.2% | +113.6% | +79.0% |
| 1Y | +40.6% | -93.2% | +133.8% | +132.6% |
| All | +40.6% | -93.1% | +133.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling