+35.4%
GLW vs SM
+78.0%
-42.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.1% |
| 7D | +15.5% | +10.6% | +4.9% | +17.1% |
| 30D | -19.6% | -15.0% | -4.6% | -21.8% |
| 3M | -28.5% | +1.7% | -30.2% | -27.6% |
| 6M | -39.5% | +5.9% | -45.4% | -36.6% |
| YTD | +37.2% | +79.0% | -41.8% | +36.4% |
| 1Y | +35.4% | +84.7% | -49.2% | +35.8% |
| All | +35.4% | +78.0% | -42.5% | +35.8% |
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