+526.0%
GLW vs SAN
+270.1%
+255.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | +7.7% | +4.0% | +3.7% | +5.9% |
| 30D | -18.8% | -7.8% | -11.0% | -16.2% |
| 3M | -27.7% | -16.4% | -11.4% | -22.0% |
| 6M | -44.4% | +3.5% | -48.0% | -45.6% |
| YTD | +31.3% | +6.7% | +24.6% | +26.8% |
| 1Y | +40.0% | +14.5% | +25.6% | +31.2% |
| 3Y | +339.2% | +243.5% | +95.7% | +147.6% |
| 5Y | +229.2% | +296.2% | -67.0% | +66.1% |
| All | +526.0% | +270.1% | +255.9% | +209.2% |
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