+235.8%
GLW vs SN
+659.6%
-423.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -13.9% | +7.2% | -21.1% | -15.2% |
| 30D | -35.0% | +20.4% | -55.4% | -37.5% |
| 3M | -32.4% | +23.9% | -56.3% | -35.6% |
| 6M | -41.3% | +93.0% | -134.4% | -49.8% |
| YTD | +21.8% | +99.2% | -77.4% | +3.5% |
| 1Y | +21.8% | +142.6% | -120.8% | -0.3% |
| 3Y | +307.7% | +398.8% | -91.1% | +208.7% |
| All | +235.8% | +659.6% | -423.7% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling