+38.2%
GLW vs SPG
+33.6%
+4.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | +2.7% | -1.3% | +1.8% |
| 30D | -18.2% | +16.6% | -34.8% | -15.9% |
| 3M | -24.2% | +8.1% | -32.3% | -22.6% |
| 6M | -41.7% | +19.3% | -61.1% | -43.0% |
| YTD | +38.3% | +31.1% | +7.2% | +36.4% |
| 1Y | +38.2% | +32.8% | +5.4% | +35.9% |
| All | +38.2% | +33.6% | +4.6% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling