+521.8%
GLW vs SAP
+222.2%
+299.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.8% |
| 7D | -11.1% | +1.5% | -12.6% | -11.8% |
| 30D | -28.4% | +8.8% | -37.3% | -30.8% |
| 3M | -28.8% | +12.1% | -40.9% | -32.4% |
| 6M | -39.8% | +34.6% | -74.4% | -48.2% |
| YTD | +28.7% | -2.1% | +30.8% | +25.8% |
| 1Y | +27.7% | -5.5% | +33.3% | +27.2% |
| 3Y | +331.3% | +67.4% | +263.9% | +207.8% |
| 5Y | +233.4% | +74.6% | +158.9% | +125.6% |
| 10Y | +521.8% | +224.0% | +297.7% | +184.4% |
| All | +521.8% | +222.2% | +299.6% | +184.4% |
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