+410.2%
GLW vs SAP
+62.3%
+348.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.7% |
| 7D | +3.8% | -2.9% | +6.7% | +3.7% |
| 30D | -1.3% | +9.0% | -10.4% | -1.3% |
| 3M | -21.8% | +14.9% | -36.8% | -19.8% |
| 6M | +6.9% | +11.9% | -5.0% | +10.1% |
| YTD | +77.2% | -9.9% | +87.1% | +92.0% |
| 1Y | +123.2% | -19.5% | +142.8% | +150.9% |
| All | +410.2% | +62.3% | +348.0% | +385.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling