+1,286.8%
GLW vs SFM
+132.6%
+1,154.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.4% |
| 7D | +3.8% | -0.1% | +3.8% | +3.8% |
| 30D | -1.3% | -4.4% | +3.0% | -0.9% |
| 3M | -21.8% | +1.5% | -23.3% | -22.2% |
| 6M | +6.9% | +6.5% | +0.4% | +5.1% |
| YTD | +77.2% | +2.2% | +75.0% | +74.7% |
| 1Y | +123.2% | -41.9% | +165.1% | +135.8% |
| 3Y | +400.0% | +106.8% | +293.2% | +334.0% |
| 5Y | +342.8% | +231.6% | +111.2% | +249.9% |
| 10Y | +771.4% | +258.4% | +513.0% | +548.4% |
| All | +1,286.8% | +132.6% | +1,154.2% | +971.5% |
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 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