+123.2%
GLW vs SBAC
-3.2%
+126.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.5% |
| 7D | +3.8% | -0.8% | +4.6% | +3.6% |
| 30D | -1.3% | +6.9% | -8.3% | -0.4% |
| 3M | -21.8% | -8.2% | -13.6% | -20.8% |
| 6M | +6.9% | -1.6% | +8.5% | +8.0% |
| YTD | +77.2% | -0.1% | +77.3% | +79.2% |
| 1Y | +123.2% | -0.5% | +123.7% | +131.9% |
| All | +123.2% | -3.2% | +126.4% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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