+212.6%
GLW vs SPG
+74.6%
+138.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -13.9% | +4.9% | -18.8% | -15.7% |
| 30D | -35.0% | +15.6% | -50.6% | -39.3% |
| 3M | -32.4% | +4.1% | -36.4% | -33.7% |
| 6M | -41.3% | +13.6% | -54.9% | -45.6% |
| YTD | +21.8% | +27.5% | -5.7% | +6.5% |
| 1Y | +21.8% | +32.2% | -10.4% | +4.4% |
| 3Y | +307.7% | +126.0% | +181.7% | +154.3% |
| All | +212.6% | +74.6% | +138.0% | +112.6% |
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