+463.3%
GLW vs SSNC
+51.8%
+411.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.4% | +7.5% |
| 7D | +14.0% | -1.8% | +15.8% | +13.9% |
| 30D | +0.4% | +1.9% | -1.6% | +0.2% |
| 3M | -11.3% | +18.4% | -29.7% | -11.6% |
| 6M | +35.1% | +7.0% | +28.1% | +39.1% |
| YTD | +90.5% | -6.9% | +97.5% | +108.0% |
| 1Y | +132.0% | -8.2% | +140.2% | +154.7% |
| 3Y | +463.3% | +50.5% | +412.8% | +361.4% |
| All | +463.3% | +51.8% | +411.5% | +361.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling