+132.0%
GLW vs SM
+46.7%
+85.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.6% | +3.9% | +8.0% |
| 7D | +14.0% | -0.2% | +14.2% | +14.0% |
| 30D | +0.4% | +31.5% | -31.2% | +4.3% |
| 3M | -11.3% | +17.3% | -28.7% | -7.7% |
| 6M | +35.1% | +48.5% | -13.4% | +39.1% |
| YTD | +90.5% | +106.3% | -15.7% | +86.1% |
| 1Y | +132.0% | +47.3% | +84.7% | +139.9% |
| All | +132.0% | +46.7% | +85.3% | +139.9% |
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 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