+867.9%
GLW vs SAP
+175.9%
+692.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +16.9% | -0.3% | +17.1% | +16.9% |
| 30D | +7.0% | +0.3% | +6.7% | +6.4% |
| 3M | -3.0% | +16.9% | -19.9% | -10.3% |
| 6M | +31.0% | +6.3% | +24.7% | +24.4% |
| YTD | +93.4% | -12.4% | +105.8% | +97.9% |
| 1Y | +134.7% | -21.6% | +156.4% | +153.2% |
| 3Y | +471.8% | +54.8% | +417.0% | +319.4% |
| 5Y | +394.5% | +56.2% | +338.3% | +249.8% |
| 10Y | +867.9% | +179.0% | +688.9% | +374.1% |
| All | +867.9% | +175.9% | +692.0% | +374.1% |
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