+382.5%
GLW vs SSNC
+18.8%
+363.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.4% | +8.5% |
| 7D | +14.0% | -1.8% | +15.8% | +14.4% |
| 30D | +0.4% | +1.9% | -1.6% | -0.5% |
| 3M | -11.3% | +18.4% | -29.7% | -16.8% |
| 6M | +35.1% | +7.0% | +28.1% | +31.6% |
| YTD | +90.5% | -6.9% | +97.5% | +97.9% |
| 1Y | +132.0% | -8.2% | +140.2% | +142.0% |
| 3Y | +463.3% | +50.5% | +412.8% | +337.6% |
| 5Y | +382.5% | +17.4% | +365.1% | +310.5% |
| All | +382.5% | +18.8% | +363.7% | +310.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling