+40.6%
GLW vs SAP
-5.6%
+46.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.2% | -10.1% | -4.0% |
| 7D | -9.5% | +1.3% | -10.8% | -8.8% |
| 30D | -25.5% | +15.5% | -41.0% | -20.5% |
| 3M | -25.6% | +22.8% | -48.4% | -18.2% |
| 6M | -25.5% | +42.5% | -68.0% | -10.3% |
| YTD | +36.4% | +0.5% | +35.8% | +66.4% |
| 1Y | +40.6% | -5.9% | +46.5% | +79.9% |
| All | +40.6% | -5.6% | +46.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling