+382.5%
GLW vs SBAC
-43.9%
+426.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.6% |
| 7D | +14.0% | -0.1% | +14.1% | +14.0% |
| 30D | +0.4% | +3.2% | -2.9% | 0.0% |
| 3M | -11.3% | -5.1% | -6.3% | -10.9% |
| 6M | +35.1% | -2.1% | +37.2% | +34.4% |
| YTD | +90.5% | -0.5% | +91.1% | +88.9% |
| 1Y | +132.0% | +1.1% | +130.9% | +129.4% |
| 3Y | +463.3% | -7.4% | +470.8% | +454.2% |
| 5Y | +382.5% | -44.3% | +426.8% | +408.4% |
| All | +382.5% | -43.9% | +426.4% | +408.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling