+833.1%
GLW vs SIRI
-11.0%
+844.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | +11.7% | -3.0% | +14.7% | +12.4% |
| 30D | +2.7% | +1.3% | +1.4% | +2.3% |
| 3M | -2.8% | +5.6% | -8.4% | -4.7% |
| 6M | +20.2% | +35.2% | -15.0% | +11.0% |
| YTD | +87.3% | +49.1% | +38.2% | +68.1% |
| 1Y | +119.6% | +26.8% | +92.8% | +104.5% |
| 3Y | +453.7% | -23.7% | +477.3% | +451.3% |
| 5Y | +376.1% | -41.8% | +417.9% | +379.8% |
| All | +833.1% | -11.0% | +844.1% | +690.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling