+421.2%
GLW vs SM
-6.8%
+428.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.9% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -1.3% | +26.3% | -27.7% | -3.2% |
| 3M | -21.8% | +8.7% | -30.5% | -22.1% |
| 6M | +6.9% | +51.7% | -44.8% | -0.4% |
| YTD | +77.2% | +99.0% | -21.9% | +56.1% |
| 1Y | +123.2% | +34.6% | +88.7% | +111.3% |
| All | +421.2% | -6.8% | +428.0% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling