+837.6%
GLW vs SPG
+61.5%
+776.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.2% |
| 7D | +14.0% | 0.0% | +14.0% | +14.0% |
| 30D | +0.4% | -4.9% | +5.3% | +2.1% |
| 3M | -11.3% | +3.3% | -14.7% | -12.9% |
| 6M | +35.1% | +11.2% | +23.9% | +29.2% |
| YTD | +90.5% | +17.1% | +73.5% | +78.9% |
| 1Y | +132.0% | +21.6% | +110.4% | +114.6% |
| 3Y | +463.3% | +111.9% | +351.5% | +327.0% |
| 5Y | +382.5% | +106.9% | +275.6% | +265.3% |
| 10Y | +837.6% | +62.2% | +775.4% | +621.4% |
| All | +837.6% | +61.5% | +776.1% | +621.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling