+526.0%
GLW vs SSNC
+184.6%
+341.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | +2.3% | +5.4% | +6.7% |
| 30D | -18.8% | -3.1% | -15.7% | -18.0% |
| 3M | -27.7% | -2.7% | -25.0% | -27.6% |
| 6M | -44.4% | +23.7% | -68.1% | -51.8% |
| YTD | +31.3% | -8.0% | +39.3% | +31.2% |
| 1Y | +40.0% | -4.7% | +44.8% | +37.0% |
| 3Y | +339.2% | +58.0% | +281.2% | +217.0% |
| 5Y | +229.2% | +8.0% | +221.2% | +190.2% |
| All | +526.0% | +184.6% | +341.3% | +245.8% |
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