+421.2%
GLW vs SNPS
-15.3%
+436.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +7.1% |
| 7D | +3.8% | -11.0% | +14.8% | +6.9% |
| 30D | -1.3% | -1.7% | +0.4% | -1.3% |
| 3M | -21.8% | -20.4% | -1.5% | -17.3% |
| 6M | +6.9% | -8.6% | +15.5% | +9.5% |
| YTD | +77.2% | -16.2% | +93.3% | +84.2% |
| 1Y | +123.2% | -34.6% | +157.8% | +137.7% |
| All | +421.2% | -15.3% | +436.6% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 3y: compounded portfolio wealth divided by compounded SNPS 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…
3y analysis · Full analysis span regression · 6 months rolling