+38.2%
GLW vs SBAC
-2.9%
+41.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.2% | +7.3% |
| 7D | +1.4% | -2.8% | +4.2% | +1.1% |
| 30D | -18.2% | +3.1% | -21.3% | -17.7% |
| 3M | -24.2% | +5.1% | -29.3% | -23.8% |
| 6M | -41.7% | -11.4% | -30.3% | -40.3% |
| YTD | +38.3% | +0.2% | +38.1% | +42.2% |
| 1Y | +38.2% | -3.9% | +42.1% | +48.4% |
| All | +38.2% | -2.9% | +41.1% | +48.4% |
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