-1.8%
GLW vs SNDQ
-95.6%
+93.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.6% | +7.5% |
| 7D | +14.0% | -25.3% | +39.3% | +8.2% |
| 30D | +0.4% | -60.5% | +60.9% | -14.2% |
| 3M | -11.3% | -80.0% | +68.7% | -12.7% |
| All | -1.8% | -95.6% | +93.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling