+405.3%
GLW vs FRSH
-72.5%
+477.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.8% | -6.6% | +14.4% | +8.4% |
| 30D | -0.4% | +2.1% | -2.5% | -0.9% |
| 3M | -5.6% | +29.0% | -34.5% | -8.3% |
| 6M | +26.7% | +48.6% | -21.9% | +20.1% |
| YTD | +91.0% | -2.9% | +94.0% | +90.2% |
| 1Y | +122.4% | -7.9% | +130.3% | +122.7% |
| 3Y | +471.0% | -46.5% | +517.5% | +504.7% |
| All | +405.3% | -72.5% | +477.8% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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