+254.6%
GLW vs SYY
+12.2%
+242.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.6% |
| 30D | -18.2% | -2.2% | -16.0% | -18.0% |
| 3M | -24.2% | -8.0% | -16.1% | -22.4% |
| 6M | -41.7% | +7.5% | -49.2% | -44.7% |
| YTD | +38.3% | +7.4% | +30.9% | +31.8% |
| 1Y | +38.2% | +4.9% | +33.3% | +32.8% |
| 3Y | +363.4% | +24.1% | +339.3% | +295.3% |
| 5Y | +254.6% | +13.4% | +241.2% | +220.1% |
| All | +254.6% | +12.2% | +242.4% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling