+3.6%
GLW vs SNY
-1.9%
+5.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-10 to 2026-09-10.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.6% |
| 7D | +11.7% | -3.6% | +15.4% | +6.0% |
| 30D | +2.7% | -1.9% | +4.6% | +0.2% |
| All | +3.6% | -1.9% | +5.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 2026-08-10 to 2026-09-10: compounded portfolio wealth divided by compounded SNY 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…
2026-08-10 to 2026-09-10 analysis · Full analysis span regression · Available span rolling