+123.2%
GLW vs SARO
-7.4%
+130.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | +3.8% | -0.8% | +4.6% | +4.2% |
| 30D | -1.3% | -20.0% | +18.6% | +9.0% |
| 3M | -21.8% | -2.9% | -18.9% | -21.1% |
| 6M | +6.9% | -17.7% | +24.6% | +14.5% |
| YTD | +77.2% | -13.5% | +90.6% | +85.3% |
| 1Y | +123.2% | -9.7% | +133.0% | +125.4% |
| All | +123.2% | -7.4% | +130.6% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling