+132.0%
GLW vs SBAC
-0.2%
+132.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.5% |
| 7D | +14.0% | -0.1% | +14.1% | +14.0% |
| 30D | +0.4% | +3.2% | -2.9% | +0.8% |
| 3M | -11.3% | -5.1% | -6.3% | -10.5% |
| 6M | +35.1% | -2.1% | +37.2% | +36.5% |
| YTD | +90.5% | -0.5% | +91.1% | +92.8% |
| 1Y | +132.0% | +1.1% | +130.9% | +142.2% |
| All | +132.0% | -0.2% | +132.2% | +142.2% |
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