+2,350.9%
GLW vs SPG
+5,805.1%
-3,454.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -13.9% | +4.9% | -18.8% | -15.5% |
| 30D | -35.0% | +15.6% | -50.6% | -38.6% |
| 3M | -32.4% | +4.1% | -36.4% | -33.6% |
| 6M | -41.3% | +13.6% | -54.9% | -44.8% |
| YTD | +21.8% | +27.5% | -5.7% | +9.7% |
| 1Y | +21.8% | +32.2% | -10.4% | +8.2% |
| 3Y | +307.7% | +126.0% | +181.7% | +191.9% |
| 5Y | +213.7% | +74.7% | +139.0% | +144.8% |
| 10Y | +509.3% | +112.8% | +396.4% | +289.0% |
| All | +2,350.9% | +5,805.1% | -3,454.1% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling