+1,992.1%
GLW vs SAP
+2,432.7%
-440.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +4.4% |
| 7D | -13.9% | -0.7% | -13.3% | -14.0% |
| 30D | -35.0% | +11.1% | -46.1% | -38.3% |
| 3M | -32.4% | +17.0% | -49.4% | -37.8% |
| 6M | -41.3% | +34.8% | -76.2% | -51.3% |
| YTD | +21.8% | -2.2% | +24.1% | +14.3% |
| 1Y | +21.8% | -6.4% | +28.3% | +16.7% |
| 3Y | +307.7% | +75.1% | +232.5% | +185.7% |
| 5Y | +213.7% | +69.8% | +143.9% | +118.1% |
| 10Y | +509.3% | +219.8% | +289.4% | +208.9% |
| All | +1,992.1% | +2,432.7% | -440.6% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling