+837.6%
GLW vs SAN
+338.5%
+499.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +7.8% |
| 7D | +14.0% | +3.3% | +10.7% | +12.2% |
| 30D | +0.4% | +1.1% | -0.7% | -0.2% |
| 3M | -11.3% | +22.2% | -33.5% | -19.1% |
| 6M | +35.1% | +36.0% | -0.9% | +17.6% |
| YTD | +90.5% | +28.2% | +62.3% | +70.1% |
| 1Y | +132.0% | +54.1% | +77.9% | +91.4% |
| 3Y | +463.3% | +354.2% | +109.1% | +182.1% |
| 5Y | +382.5% | +387.3% | -4.8% | +123.0% |
| 10Y | +837.6% | +334.8% | +502.8% | +331.8% |
| All | +837.6% | +338.5% | +499.1% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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