+853.8%
GLW vs SFM
+40.3%
+813.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.5% | +3.1% |
| 7D | -13.9% | -1.2% | -12.7% | -13.9% |
| 30D | -35.0% | -24.8% | -10.2% | -33.4% |
| 3M | -32.4% | -43.7% | +11.3% | -28.7% |
| 6M | -41.3% | -37.3% | -4.1% | -39.3% |
| YTD | +21.8% | -38.4% | +60.2% | +25.7% |
| 1Y | +21.8% | -36.9% | +58.8% | +25.2% |
| 3Y | +307.7% | +20.7% | +287.0% | +272.4% |
| 5Y | +213.7% | +103.5% | +110.2% | +159.0% |
| 10Y | +509.3% | +139.7% | +369.5% | +369.3% |
| All | +853.8% | +40.3% | +813.5% | +671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling