+376.1%
GLW vs SIRI
-42.5%
+418.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | +11.7% | -3.0% | +14.7% | +12.1% |
| 30D | +2.7% | +1.3% | +1.4% | +2.5% |
| 3M | -2.8% | +5.6% | -8.4% | -3.8% |
| 6M | +20.2% | +35.2% | -15.0% | +15.4% |
| YTD | +87.3% | +49.1% | +38.2% | +77.1% |
| 1Y | +119.6% | +26.8% | +92.8% | +111.7% |
| 3Y | +453.7% | -23.7% | +477.3% | +447.6% |
| 5Y | +376.1% | -41.8% | +417.9% | +391.9% |
| All | +376.1% | -42.5% | +418.6% | +391.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling