+119.6%
GLW vs SIRI
+24.9%
+94.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | +11.7% | -3.0% | +14.7% | +12.0% |
| 30D | +2.7% | +1.3% | +1.4% | +2.5% |
| 3M | -2.8% | +5.6% | -8.4% | -4.6% |
| 6M | +20.2% | +35.2% | -15.0% | +16.1% |
| YTD | +87.3% | +49.1% | +38.2% | +76.7% |
| 1Y | +119.6% | +26.8% | +92.8% | +114.8% |
| All | +119.6% | +24.9% | +94.6% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling