+2,973.4%
GLW vs SIRI
-17.3%
+2,990.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.0% |
| 7D | +3.8% | +1.6% | +2.2% | +3.5% |
| 30D | -1.3% | -4.7% | +3.4% | -0.9% |
| 3M | -21.8% | +5.3% | -27.1% | -22.4% |
| 6M | +6.9% | +30.5% | -23.6% | +3.8% |
| YTD | +77.2% | +49.6% | +27.5% | +69.2% |
| 1Y | +123.2% | +28.5% | +94.7% | +116.3% |
| 3Y | +400.0% | -27.5% | +427.5% | +402.9% |
| 5Y | +342.8% | -44.7% | +387.5% | +350.4% |
| 10Y | +771.4% | -12.6% | +784.0% | +747.3% |
| All | +2,973.4% | -17.3% | +2,990.7% | +2,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling