+356.1%
GLW vs SSNC
+54.1%
+302.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.0% | +9.3% |
| 7D | -5.9% | -4.5% | -1.4% | -6.2% |
| 30D | -26.0% | -3.9% | -22.1% | -26.2% |
| 3M | -29.9% | -1.3% | -28.5% | -30.0% |
| 6M | -37.8% | +14.1% | -51.9% | -37.7% |
| YTD | +33.1% | -9.9% | +43.0% | +45.7% |
| 1Y | +36.8% | -6.2% | +43.0% | +46.5% |
| 3Y | +356.1% | +56.1% | +300.0% | +261.3% |
| All | +356.1% | +54.1% | +302.0% | +261.3% |
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