+706.7%
GLW vs SBAC
+2,207.9%
-1,501.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | -13.9% | +1.2% | -15.1% | -14.2% |
| 30D | -35.0% | +11.2% | -46.2% | -36.7% |
| 3M | -32.4% | +4.5% | -36.8% | -33.2% |
| 6M | -41.3% | -12.2% | -29.2% | -40.5% |
| YTD | +21.8% | -0.1% | +22.0% | +19.4% |
| 1Y | +21.8% | -0.3% | +22.1% | +19.4% |
| 3Y | +307.7% | -8.7% | +316.4% | +299.9% |
| 5Y | +213.7% | -40.2% | +253.9% | +233.9% |
| 10Y | +509.3% | +97.3% | +411.9% | +390.0% |
| All | +706.7% | +2,207.9% | -1,501.2% | +239.8% |
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 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