+347.5%
GLW vs SMR
-3.5%
+351.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | +3.8% | +4.4% | -0.6% | +3.2% |
| 30D | -1.3% | +3.4% | -4.8% | -2.0% |
| 3M | -21.8% | -19.2% | -2.6% | -20.3% |
| 6M | +6.9% | -22.6% | +29.5% | +8.9% |
| YTD | +77.2% | -31.5% | +108.7% | +80.9% |
| 1Y | +123.2% | -73.1% | +196.3% | +142.2% |
| 3Y | +400.0% | +55.0% | +345.0% | +346.3% |
| All | +347.5% | -3.5% | +351.0% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling