+1,852.3%
GLW vs SNPS
+6,222.2%
-4,369.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.9% |
| 7D | -13.9% | -3.7% | -10.3% | -12.8% |
| 30D | -35.0% | -10.4% | -24.6% | -32.5% |
| 3M | -32.4% | +11.0% | -43.3% | -34.6% |
| 6M | -41.3% | -10.7% | -30.7% | -39.2% |
| YTD | +21.8% | -4.1% | +25.9% | +22.5% |
| 1Y | +21.8% | +13.7% | +8.1% | +16.3% |
| 3Y | +307.7% | -8.1% | +315.7% | +287.4% |
| 5Y | +213.7% | +32.2% | +181.5% | +159.2% |
| 10Y | +509.3% | +681.4% | -172.1% | +191.6% |
| All | +1,852.3% | +6,222.2% | -4,369.9% | +508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling