+241.5%
SOXX vs GLW
+371.9%
-130.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.4% | -0.9% |
| 7D | +3.0% | +11.7% | -8.7% | -3.6% |
| 30D | -3.1% | +2.7% | -5.8% | -5.3% |
| 3M | -4.4% | -2.8% | -1.6% | -6.5% |
| 6M | +52.9% | +20.2% | +32.7% | +27.0% |
| YTD | +72.0% | +87.3% | -15.3% | +1.6% |
| 1Y | +105.1% | +119.6% | -14.5% | +7.1% |
| 3Y | +220.6% | +453.7% | -233.1% | -18.2% |
| All | +241.5% | +371.9% | -130.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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