+554.2%
GLW vs SM
+18.2%
+536.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.3% |
| 7D | +15.5% | +10.6% | +4.9% | +14.3% |
| 30D | -19.6% | -15.0% | -4.6% | -18.3% |
| 3M | -28.5% | +1.7% | -30.2% | -28.9% |
| 6M | -39.5% | +5.9% | -45.4% | -40.5% |
| YTD | +37.2% | +79.0% | -41.8% | +26.0% |
| 1Y | +35.4% | +84.7% | -49.2% | +23.9% |
| 3Y | +359.7% | -3.5% | +363.1% | +343.1% |
| 5Y | +244.0% | +4.9% | +239.1% | +220.5% |
| All | +554.2% | +18.2% | +536.0% | +379.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling