+339.2%
GLW vs SIRI
-22.7%
+361.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.3% |
| 7D | +7.7% | -1.7% | +9.4% | +7.9% |
| 30D | -18.8% | +21.1% | -40.0% | -20.5% |
| 3M | -27.7% | +14.7% | -42.5% | -28.9% |
| 6M | -44.4% | +22.9% | -67.4% | -46.0% |
| YTD | +31.3% | +65.7% | -34.5% | +22.4% |
| 1Y | +40.0% | +53.5% | -13.4% | +32.0% |
| 3Y | +339.2% | -23.0% | +362.2% | +331.9% |
| All | +339.2% | -22.7% | +361.9% | +331.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling