+32.1%
GLW vs SN
+143.5%
-111.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.3% | +8.4% |
| 7D | -5.9% | +7.6% | -13.5% | -7.8% |
| 30D | -26.0% | +24.1% | -50.1% | -30.6% |
| 3M | -29.9% | +23.7% | -53.6% | -34.1% |
| 6M | -37.8% | +105.5% | -143.3% | -53.7% |
| YTD | +33.1% | +105.1% | -72.0% | -2.3% |
| All | +32.1% | +143.5% | -111.4% | -8.6% |
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 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