+123.2%
GLW vs SM
+36.8%
+86.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +5.3% |
| 7D | +3.8% | -0.5% | +4.3% | +3.7% |
| 30D | -1.3% | +25.6% | -26.9% | +2.0% |
| 3M | -21.8% | +8.0% | -29.8% | -19.3% |
| 6M | +6.9% | +50.8% | -43.9% | +9.0% |
| YTD | +77.2% | +97.9% | -20.7% | +73.3% |
| 1Y | +123.2% | +33.8% | +89.4% | +129.4% |
| All | +123.2% | +36.8% | +86.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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