+1,072.9%
GLW vs SBAC
+2,208.1%
-1,135.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | -1.3% | +6.9% | -8.3% | -2.9% |
| 3M | -21.8% | -8.2% | -13.6% | -21.0% |
| 6M | +6.9% | -1.6% | +8.5% | +5.6% |
| YTD | +77.2% | -0.1% | +77.3% | +74.0% |
| 1Y | +123.2% | -0.5% | +123.7% | +119.3% |
| 3Y | +400.0% | -9.1% | +409.1% | +391.6% |
| 5Y | +342.8% | -43.8% | +386.6% | +378.9% |
| 10Y | +771.4% | +80.5% | +690.9% | +616.2% |
| All | +1,072.9% | +2,208.1% | -1,135.3% | +395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling