+38.8%
GLW vs FRMI
-89.6%
+128.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +26.7% | -31.0% | -9.5% |
| 7D | +7.7% | +66.2% | -58.5% | -4.1% |
| 30D | -18.8% | -17.4% | -1.4% | -17.5% |
| 3M | -27.7% | -60.5% | +32.7% | -16.2% |
| 6M | -44.4% | -56.5% | +12.1% | -37.2% |
| YTD | +31.3% | -67.4% | +98.7% | +52.5% |
| 1Y | +40.0% | -85.1% | +125.1% | +72.1% |
| All | +38.8% | -89.6% | +128.4% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling