+101.4%
GLW vs FRMI
-77.3%
+178.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +11.5% | -4.0% | +5.5% |
| 7D | +14.0% | +23.3% | -9.3% | +9.9% |
| 30D | +0.4% | -7.6% | +8.0% | +1.2% |
| 3M | -11.3% | +0.2% | -11.5% | -12.0% |
| 6M | +35.1% | -28.7% | +63.8% | +38.2% |
| YTD | +90.5% | -28.6% | +119.2% | +95.2% |
| All | +101.4% | -77.3% | +178.7% | +117.2% |
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 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