+212.6%
GLW vs SAP
+70.5%
+142.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +3.1% |
| 7D | -13.9% | -0.7% | -13.3% | -14.0% |
| 30D | -35.0% | +11.1% | -46.1% | -36.0% |
| 3M | -32.4% | +17.0% | -49.4% | -34.1% |
| 6M | -41.3% | +34.8% | -76.2% | -44.7% |
| YTD | +21.8% | -2.2% | +24.1% | +26.4% |
| 1Y | +21.8% | -6.4% | +28.3% | +28.7% |
| 3Y | +307.7% | +75.1% | +232.5% | +227.1% |
| All | +212.6% | +70.5% | +142.1% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling