+851.8%
GLW vs SNY
+64.5%
+787.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.8% | -3.3% | +11.2% | +8.9% |
| 30D | -0.4% | -2.2% | +1.7% | +0.1% |
| 3M | -5.6% | -3.0% | -2.5% | -5.4% |
| 6M | +26.7% | +2.7% | +24.0% | +23.9% |
| YTD | +91.0% | -6.8% | +97.9% | +93.3% |
| 1Y | +122.4% | -5.3% | +127.7% | +122.9% |
| 3Y | +471.0% | -9.8% | +480.8% | +464.5% |
| 5Y | +385.6% | +9.7% | +376.0% | +320.7% |
| All | +851.8% | +64.5% | +787.3% | +613.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling