+562.0%
GLW vs SPG
+116.4%
+445.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | +2.7% | -1.3% | +0.6% |
| 30D | -18.2% | +16.6% | -34.8% | -22.5% |
| 3M | -24.2% | +8.1% | -32.3% | -26.3% |
| 6M | -41.7% | +19.3% | -61.1% | -45.7% |
| YTD | +38.3% | +31.1% | +7.2% | +24.7% |
| 1Y | +38.2% | +32.8% | +5.4% | +24.0% |
| 3Y | +363.4% | +135.8% | +227.6% | +238.0% |
| 5Y | +254.6% | +85.1% | +169.5% | +176.0% |
| 10Y | +562.0% | +115.9% | +446.0% | +373.0% |
| All | +562.0% | +116.4% | +445.6% | +373.0% |
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