+542.4%
GLW vs SM
+4.9%
+537.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.7% | +12.0% | +9.5% |
| 7D | -5.9% | -22.3% | +16.4% | -3.5% |
| 30D | -26.0% | -21.4% | -4.6% | -24.3% |
| 3M | -29.9% | +1.4% | -31.2% | -30.4% |
| 6M | -37.8% | +0.1% | -37.9% | -38.5% |
| YTD | +33.1% | +59.0% | -25.8% | +23.8% |
| 1Y | +36.8% | +64.3% | -27.5% | +26.6% |
| 3Y | +356.1% | -13.1% | +369.2% | +344.3% |
| 5Y | +243.8% | -13.9% | +257.7% | +226.6% |
| 10Y | +542.4% | +1.7% | +540.7% | +375.9% |
| All | +542.4% | +4.9% | +537.5% | +375.9% |
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