+266.9%
GLW vs SN
+681.9%
-415.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.3% | +8.6% |
| 7D | -5.9% | +7.6% | -13.5% | -7.3% |
| 30D | -26.0% | +24.1% | -50.1% | -29.3% |
| 3M | -29.9% | +23.7% | -53.6% | -33.1% |
| 6M | -37.8% | +105.5% | -143.3% | -47.4% |
| YTD | +33.1% | +105.1% | -72.0% | +12.4% |
| 1Y | +36.8% | +148.3% | -111.5% | +11.5% |
| 3Y | +356.1% | +438.7% | -82.6% | +242.7% |
| All | +266.9% | +681.9% | -415.0% | +175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling