+40.0%
GLW vs SN
+141.7%
-101.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.2% | -5.1% |
| 7D | +7.7% | +1.5% | +6.2% | +7.3% |
| 30D | -18.8% | +21.5% | -40.3% | -23.2% |
| 3M | -27.7% | +20.0% | -47.8% | -31.2% |
| 6M | -44.4% | +119.9% | -164.4% | -59.5% |
| YTD | +31.3% | +102.3% | -71.0% | -1.6% |
| 1Y | +40.0% | +148.0% | -107.9% | -2.0% |
| All | +40.0% | +141.7% | -101.7% | -2.0% |
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