+281.2%
GLW vs SN
+673.1%
-392.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.4% |
| 7D | +1.4% | +3.5% | -2.1% | +0.8% |
| 30D | -18.2% | +19.4% | -37.7% | -21.2% |
| 3M | -24.2% | +20.9% | -45.1% | -27.4% |
| 6M | -41.7% | +111.1% | -152.8% | -51.0% |
| YTD | +38.3% | +102.8% | -64.5% | +17.1% |
| 1Y | +38.2% | +146.2% | -108.0% | +12.8% |
| 3Y | +363.4% | +441.4% | -78.0% | +248.8% |
| All | +281.2% | +673.1% | -392.0% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling