+542.4%
GLW vs SBAC
+97.3%
+445.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -5.9% | +3.0% | -8.9% | -6.6% |
| 30D | -26.0% | +4.3% | -30.3% | -26.9% |
| 3M | -29.9% | +4.1% | -34.0% | -30.8% |
| 6M | -37.8% | -11.6% | -26.1% | -36.6% |
| YTD | +33.1% | +0.4% | +32.8% | +30.0% |
| 1Y | +36.8% | -1.1% | +37.9% | +34.2% |
| 3Y | +356.1% | -7.3% | +363.3% | +342.5% |
| 5Y | +243.8% | -40.8% | +284.6% | +283.3% |
| 10Y | +542.4% | +103.0% | +439.4% | +441.7% |
| All | +542.4% | +97.3% | +445.1% | +441.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling