+339.2%
GLW vs SBAC
-6.5%
+345.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.2% |
| 7D | +7.7% | +0.6% | +7.1% | +7.8% |
| 30D | -18.8% | +5.5% | -24.3% | -18.5% |
| 3M | -27.7% | +3.1% | -30.8% | -27.6% |
| 6M | -44.4% | -7.0% | -37.4% | -44.1% |
| YTD | +31.3% | +0.5% | +30.8% | +31.3% |
| 1Y | +40.0% | +0.2% | +39.8% | +40.1% |
| 3Y | +339.2% | -7.4% | +346.6% | +342.2% |
| All | +339.2% | -6.5% | +345.8% | +342.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling