+247.2%
GLW vs FRSH
-70.7%
+317.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +4.6% | +3.1% | +7.4% |
| 30D | -18.8% | -7.5% | -11.4% | -18.4% |
| 3M | -27.7% | -0.1% | -27.7% | -27.9% |
| 6M | -44.4% | +54.5% | -99.0% | -47.2% |
| YTD | +31.3% | +3.4% | +27.9% | +30.0% |
| 1Y | +40.0% | +6.4% | +33.7% | +38.0% |
| 3Y | +339.2% | -26.3% | +365.5% | +346.8% |
| 5Y | +229.2% | -66.4% | +295.6% | +229.3% |
| All | +247.2% | -70.7% | +317.9% | +251.4% |
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