+7,119.9%
GLW vs SNY
+241.5%
+6,878.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +11.7% | -3.6% | +15.4% | +13.5% |
| 30D | +2.7% | -1.9% | +4.6% | +3.3% |
| 3M | -2.8% | -2.0% | -0.9% | -3.1% |
| 6M | +20.2% | +2.5% | +17.6% | +16.9% |
| YTD | +87.3% | -7.0% | +94.2% | +90.1% |
| 1Y | +119.6% | -4.4% | +124.0% | +119.3% |
| 3Y | +453.7% | -8.4% | +462.1% | +440.0% |
| 5Y | +376.1% | +9.5% | +366.5% | +311.8% |
| 10Y | +837.2% | +64.3% | +772.9% | +546.6% |
| All | +7,119.9% | +241.5% | +6,878.3% | +2,921.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling