+92.9%
GLW vs SOLS
+17.1%
+75.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.7% |
| 7D | +11.7% | +0.3% | +11.4% | +11.6% |
| 30D | +2.7% | +0.9% | +1.8% | +1.9% |
| 3M | -2.8% | -20.7% | +17.8% | +10.2% |
| 6M | +20.2% | -17.7% | +37.8% | +34.9% |
| YTD | +87.3% | +27.1% | +60.2% | +94.5% |
| All | +92.9% | +17.1% | +75.9% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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