+232.7%
GLW vs SM
+5.5%
+227.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +7.7% | +9.4% | -1.6% | +6.6% |
| 30D | -18.8% | -14.4% | -4.5% | -17.6% |
| 3M | -27.7% | +1.6% | -29.3% | -28.3% |
| 6M | -44.4% | +6.3% | -50.8% | -45.6% |
| YTD | +31.3% | +78.8% | -47.5% | +15.9% |
| 1Y | +40.0% | +83.1% | -43.1% | +22.9% |
| 3Y | +339.2% | -5.9% | +345.1% | +315.0% |
| All | +232.7% | +5.5% | +227.3% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling