+542.4%
GLW vs SAP
+228.4%
+314.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +8.7% |
| 7D | -5.9% | +1.6% | -7.5% | -6.6% |
| 30D | -26.0% | +10.5% | -36.5% | -28.8% |
| 3M | -29.9% | +15.2% | -45.0% | -34.1% |
| 6M | -37.8% | +36.7% | -74.4% | -46.7% |
| YTD | +33.1% | -0.6% | +33.7% | +29.4% |
| 1Y | +36.8% | -4.1% | +41.0% | +35.6% |
| 3Y | +356.1% | +73.2% | +282.8% | +220.5% |
| 5Y | +243.8% | +74.1% | +169.7% | +133.9% |
| 10Y | +542.4% | +222.9% | +319.5% | +195.3% |
| All | +542.4% | +228.4% | +314.0% | +195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling