+765.5%
GLW vs SGOV
+20.2%
+745.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +16.9% | +0.1% | +16.8% | +17.4% |
| 30D | +7.0% | +0.3% | +6.7% | +9.3% |
| 3M | -3.0% | +0.9% | -3.9% | +3.4% |
| 6M | +31.0% | +1.8% | +29.1% | +45.8% |
| YTD | +93.4% | +2.5% | +90.9% | +119.9% |
| 1Y | +134.7% | +3.8% | +131.0% | +175.2% |
| 3Y | +471.8% | +14.4% | +457.4% | +801.2% |
| 5Y | +394.5% | +20.2% | +374.3% | +1,059.6% |
| All | +765.5% | +20.2% | +745.3% | +1,952.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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