+1,615.8%
GLW vs SM
+1,302.7%
+313.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.5% |
| 7D | -13.9% | -25.9% | +12.0% | -10.2% |
| 30D | -35.0% | -15.1% | -19.9% | -33.6% |
| 3M | -32.4% | +4.9% | -37.2% | -33.3% |
| 6M | -41.3% | +6.1% | -47.5% | -42.8% |
| YTD | +21.8% | +63.4% | -41.6% | +10.0% |
| 1Y | +21.8% | +72.5% | -50.6% | +8.9% |
| 3Y | +307.7% | -16.9% | +324.6% | +296.3% |
| 5Y | +213.7% | -10.6% | +224.4% | +189.7% |
| 10Y | +509.3% | +11.3% | +498.0% | +290.9% |
| All | +1,615.8% | +1,302.7% | +313.1% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling