+307.7%
GLW vs SBAC
-10.4%
+318.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.5% |
| 7D | -13.9% | +1.2% | -15.1% | -13.8% |
| 30D | -35.0% | +11.2% | -46.2% | -34.6% |
| 3M | -32.4% | +4.5% | -36.8% | -32.2% |
| 6M | -41.3% | -12.2% | -29.2% | -40.8% |
| YTD | +21.8% | -0.1% | +22.0% | +21.8% |
| 1Y | +21.8% | -0.3% | +22.1% | +21.9% |
| 3Y | +307.7% | -8.7% | +316.4% | +304.8% |
| All | +307.7% | -10.4% | +318.1% | +304.8% |
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