+562.0%
GLW vs SSNC
+186.8%
+375.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | -18.2% | -1.9% | -16.3% | -17.8% |
| 3M | -24.2% | -0.2% | -24.0% | -25.0% |
| 6M | -41.7% | +19.4% | -61.1% | -48.5% |
| YTD | +38.3% | -8.1% | +46.4% | +38.2% |
| 1Y | +38.2% | -5.3% | +43.5% | +35.7% |
| 3Y | +363.4% | +56.9% | +306.5% | +235.7% |
| 5Y | +254.6% | +8.0% | +246.5% | +212.5% |
| 10Y | +562.0% | +183.6% | +378.4% | +265.9% |
| All | +562.0% | +186.8% | +375.1% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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