+40.0%
GLW vs FRSH
+5.5%
+34.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +4.6% | +3.1% | +9.4% |
| 30D | -18.8% | -7.5% | -11.4% | -20.9% |
| 3M | -27.7% | -0.1% | -27.7% | -26.3% |
| 6M | -44.4% | +54.5% | -99.0% | -32.6% |
| YTD | +31.3% | +3.4% | +27.9% | +54.3% |
| 1Y | +40.0% | +6.4% | +33.7% | +60.9% |
| All | +40.0% | +5.5% | +34.6% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling