+562.0%
GLW vs SAP
+231.4%
+330.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | -2.5% | +3.9% | +2.2% |
| 30D | -18.2% | +7.5% | -25.7% | -20.5% |
| 3M | -24.2% | +11.6% | -35.8% | -27.9% |
| 6M | -41.7% | +37.6% | -79.3% | -50.3% |
| YTD | +38.3% | -2.0% | +40.3% | +35.1% |
| 1Y | +38.2% | -6.4% | +44.6% | +38.3% |
| 3Y | +363.4% | +67.7% | +295.7% | +230.4% |
| 5Y | +254.6% | +75.7% | +178.8% | +138.9% |
| 10Y | +562.0% | +229.3% | +332.6% | +197.4% |
| All | +562.0% | +231.4% | +330.6% | +197.4% |
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