+317.5%
GLW vs SMR
+135.2%
+182.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +16.2% | -13.6% | +0.5% |
| 7D | -13.9% | -9.6% | -4.3% | -12.9% |
| 30D | -35.0% | -33.8% | -1.2% | -31.7% |
| 3M | -32.4% | -46.4% | +14.0% | -27.5% |
| 6M | -41.3% | -62.4% | +21.1% | -35.0% |
| YTD | +21.8% | -64.1% | +86.0% | +33.9% |
| 1Y | +21.8% | -84.3% | +106.2% | +41.9% |
| All | +317.5% | +135.2% | +182.3% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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