+1,027.4%
GLW vs SSNC
+1,082.2%
-54.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.2% |
| 7D | +3.8% | +0.6% | +3.1% | +3.4% |
| 30D | -1.3% | +6.0% | -7.4% | -4.1% |
| 3M | -21.8% | +21.0% | -42.8% | -29.7% |
| 6M | +6.9% | +12.1% | -5.2% | -1.7% |
| YTD | +77.2% | -3.2% | +80.4% | +73.4% |
| 1Y | +123.2% | -4.4% | +127.6% | +119.0% |
| 3Y | +400.0% | +51.6% | +348.4% | +289.2% |
| 5Y | +342.8% | +21.1% | +321.7% | +278.8% |
| 10Y | +771.4% | +177.7% | +593.7% | +408.6% |
| All | +1,027.4% | +1,082.2% | -54.8% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling