+478.8%
GLW vs SW
+185.4%
+293.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -12.7% |
| 7D | -19.7% | +4.7% | -24.4% | -20.3% |
| 30D | -38.8% | +5.0% | -43.8% | -39.3% |
| 3M | -33.9% | -7.3% | -26.5% | -33.3% |
| 6M | -36.0% | +15.0% | -51.0% | -37.6% |
| YTD | +18.7% | +18.5% | +0.2% | +14.8% |
| 1Y | +19.8% | +27.1% | -7.3% | +14.6% |
| 3Y | +294.3% | +49.3% | +245.0% | +265.9% |
| 5Y | +205.7% | -1.6% | +207.4% | +189.8% |
| All | +478.8% | +185.4% | +293.4% | +358.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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