+404.0%
GLW vs FRSH
-72.0%
+476.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.9% | +12.5% | +7.9% |
| 7D | +14.0% | -10.1% | +24.1% | +14.9% |
| 30D | +0.4% | +2.2% | -1.8% | -0.1% |
| 3M | -11.3% | +28.6% | -39.9% | -13.9% |
| 6M | +35.1% | +40.2% | -5.1% | +29.0% |
| YTD | +90.5% | -1.2% | +91.8% | +89.5% |
| 1Y | +132.0% | -7.9% | +139.9% | +132.7% |
| 3Y | +463.3% | -44.7% | +508.1% | +494.5% |
| All | +404.0% | -72.0% | +476.0% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling