+851.8%
GLW vs SYY
+116.5%
+735.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +7.8% | +3.9% | +3.9% | +6.1% |
| 30D | -0.4% | -1.7% | +1.3% | +0.2% |
| 3M | -5.6% | +5.2% | -10.7% | -8.2% |
| 6M | +26.7% | -0.2% | +26.9% | +25.4% |
| YTD | +91.0% | +15.4% | +75.7% | +78.6% |
| 1Y | +122.4% | +5.6% | +116.8% | +114.8% |
| 3Y | +471.0% | +28.9% | +442.1% | +396.5% |
| 5Y | +385.6% | +24.1% | +361.6% | +327.0% |
| All | +851.8% | +116.5% | +735.3% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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