+410.2%
GLW vs SAN
+339.3%
+70.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.1% |
| 7D | +3.8% | +1.8% | +2.0% | +2.8% |
| 30D | -1.3% | +2.0% | -3.3% | -2.3% |
| 3M | -21.8% | +19.7% | -41.5% | -28.1% |
| 6M | +6.9% | +30.6% | -23.7% | -5.6% |
| YTD | +77.2% | +28.8% | +48.3% | +57.4% |
| 1Y | +123.2% | +57.8% | +65.5% | +85.3% |
| All | +410.2% | +339.3% | +70.9% | +206.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling