+542.4%
GLW vs SAN
+267.2%
+275.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.1% | +3.1% | +6.5% |
| 7D | -5.9% | +8.7% | -14.6% | -9.6% |
| 30D | -26.0% | -6.5% | -19.5% | -24.0% |
| 3M | -29.9% | -14.2% | -15.7% | -25.2% |
| 6M | -37.8% | +2.7% | -40.5% | -38.9% |
| YTD | +33.1% | +8.9% | +24.3% | +27.5% |
| 1Y | +36.8% | +23.4% | +13.4% | +24.2% |
| 3Y | +356.1% | +257.9% | +98.1% | +153.0% |
| 5Y | +243.8% | +297.8% | -53.9% | +73.8% |
| 10Y | +542.4% | +259.6% | +282.8% | +224.2% |
| All | +542.4% | +267.2% | +275.1% | +224.2% |
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