+101.9%
GLW vs FRMI
-78.1%
+180.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.6% |
| 7D | +7.8% | +7.4% | +0.4% | +6.5% |
| 30D | -0.4% | -27.6% | +27.2% | +4.9% |
| 3M | -5.6% | -20.9% | +15.3% | -2.7% |
| 6M | +26.7% | -36.6% | +63.3% | +32.1% |
| YTD | +91.0% | -31.3% | +122.3% | +97.0% |
| All | +101.9% | -78.1% | +180.1% | +119.2% |
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