+40.6%
GLW vs SN
+156.5%
-115.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -10.0% | -7.0% |
| 7D | -9.5% | +10.6% | -20.1% | -12.2% |
| 30D | -25.5% | +20.0% | -45.5% | -29.5% |
| 3M | -25.6% | +30.4% | -55.9% | -32.0% |
| 6M | -25.5% | +91.0% | -116.5% | -42.9% |
| YTD | +36.4% | +95.9% | -59.6% | +1.6% |
| 1Y | +40.6% | +158.9% | -118.3% | -6.0% |
| All | +40.6% | +156.5% | -115.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling