+38.2%
GLW vs SFM
-36.1%
+74.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +4.0% | +7.8% |
| 7D | +1.4% | -7.1% | +8.5% | +0.4% |
| 30D | -18.2% | -21.4% | +3.2% | -20.6% |
| 3M | -24.2% | -40.1% | +15.9% | -29.2% |
| 6M | -41.7% | -38.0% | -3.7% | -45.0% |
| YTD | +38.3% | -36.5% | +74.8% | +31.4% |
| 1Y | +38.2% | -35.2% | +73.4% | +31.5% |
| All | +38.2% | -36.1% | +74.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling