+478.1%
GLW vs SIRI
-24.2%
+502.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +16.9% | -3.9% | +20.8% | +17.4% |
| 30D | +7.0% | -0.8% | +7.8% | +7.0% |
| 3M | -3.0% | +4.3% | -7.3% | -3.9% |
| 6M | +31.0% | +34.1% | -3.1% | +25.8% |
| YTD | +93.4% | +47.3% | +46.1% | +82.9% |
| 1Y | +134.7% | +22.9% | +111.8% | +127.0% |
| All | +478.1% | -24.2% | +502.3% | +464.9% |
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