+212.6%
GLW vs SAN
+267.8%
-55.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.5% |
| 7D | -13.9% | +4.9% | -18.8% | -15.9% |
| 30D | -35.0% | -13.0% | -22.0% | -31.3% |
| 3M | -32.4% | -18.9% | -13.5% | -26.4% |
| 6M | -41.3% | -4.1% | -37.2% | -40.6% |
| YTD | +21.8% | +2.6% | +19.3% | +20.3% |
| 1Y | +21.8% | +16.9% | +4.9% | +14.8% |
| 3Y | +307.7% | +239.1% | +68.6% | +161.8% |
| All | +212.6% | +267.8% | -55.2% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling