+542.4%
GLW vs SPG
+117.3%
+425.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.2% | +8.6% |
| 7D | -5.9% | +5.1% | -11.0% | -7.4% |
| 30D | -26.0% | +16.8% | -42.8% | -29.9% |
| 3M | -29.9% | +5.7% | -35.5% | -31.3% |
| 6M | -37.8% | +17.8% | -55.6% | -41.7% |
| YTD | +33.1% | +30.1% | +3.0% | +20.4% |
| 1Y | +36.8% | +32.8% | +4.0% | +22.8% |
| 3Y | +356.1% | +137.2% | +218.9% | +232.0% |
| 5Y | +243.8% | +81.5% | +162.3% | +169.3% |
| 10Y | +542.4% | +116.5% | +425.9% | +358.2% |
| All | +542.4% | +117.3% | +425.1% | +358.2% |
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