+382.5%
GLW vs SFM
+219.5%
+163.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -6.5% | +14.1% | +7.9% |
| 7D | +14.0% | -5.8% | +19.8% | +14.3% |
| 30D | +0.4% | -11.4% | +11.7% | +1.0% |
| 3M | -11.3% | -12.2% | +0.9% | -10.9% |
| 6M | +35.1% | -5.2% | +40.2% | +34.5% |
| YTD | +90.5% | -4.5% | +95.0% | +89.5% |
| 1Y | +132.0% | -45.4% | +177.4% | +144.0% |
| 3Y | +463.3% | +91.1% | +372.2% | +407.1% |
| 5Y | +382.5% | +226.8% | +155.7% | +291.4% |
| All | +382.5% | +219.5% | +163.0% | +291.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling