+32.1%
GLW vs SBAC
-0.1%
+32.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.3% |
| 7D | -5.9% | +3.0% | -8.9% | -5.5% |
| 30D | -26.0% | +4.3% | -30.3% | -25.4% |
| 3M | -29.9% | +4.1% | -34.0% | -29.7% |
| 6M | -37.8% | -11.6% | -26.1% | -36.3% |
| YTD | +33.1% | +0.4% | +32.8% | +36.5% |
| All | +32.1% | -0.1% | +32.2% | +38.2% |
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