+123.2%
GLW vs SN
+46.4%
+76.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | -9.3% | +13.1% | +7.0% |
| 30D | -1.3% | -4.8% | +3.4% | 0.0% |
| 3M | -21.8% | +40.4% | -62.2% | -31.4% |
| 6M | +6.9% | +50.9% | -44.1% | -10.6% |
| YTD | +77.2% | +54.9% | +22.2% | +47.6% |
| 1Y | +123.2% | +43.0% | +80.2% | +83.5% |
| All | +123.2% | +46.4% | +76.9% | +83.5% |
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