+45.0%
GLW vs FRMI
-91.8%
+136.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +13.8% | -14.6% | -3.7% |
| 7D | +15.5% | +34.6% | -19.1% | +8.1% |
| 30D | -19.6% | -44.6% | +25.1% | -10.9% |
| 3M | -28.5% | -72.9% | +44.4% | -10.2% |
| 6M | -39.5% | -62.3% | +22.8% | -28.7% |
| YTD | +37.2% | -74.3% | +111.4% | +68.6% |
| 1Y | +35.4% | -90.5% | +126.0% | +77.3% |
| All | +45.0% | -91.8% | +136.8% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling