+382.5%
GLW vs SPG
+106.4%
+276.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.0% |
| 7D | +14.0% | 0.0% | +14.0% | +14.0% |
| 30D | +0.4% | -4.9% | +5.3% | +2.6% |
| 3M | -11.3% | +3.3% | -14.7% | -13.7% |
| 6M | +35.1% | +11.2% | +23.9% | +26.5% |
| YTD | +90.5% | +17.1% | +73.5% | +73.7% |
| 1Y | +132.0% | +21.6% | +110.4% | +106.8% |
| 3Y | +463.3% | +111.9% | +351.5% | +265.0% |
| 5Y | +382.5% | +106.9% | +275.6% | +210.7% |
| All | +382.5% | +106.4% | +276.1% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling