+3,463.3%
GLW vs SPG
+5,256.9%
-1,793.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +3.8% | -2.4% | +6.2% | +4.7% |
| 30D | -1.3% | -6.8% | +5.5% | +1.3% |
| 3M | -21.8% | +2.7% | -24.5% | -23.2% |
| 6M | +6.9% | +5.5% | +1.4% | +4.0% |
| YTD | +77.2% | +15.7% | +61.4% | +66.0% |
| 1Y | +123.2% | +20.9% | +102.4% | +105.2% |
| 3Y | +400.0% | +112.4% | +287.6% | +267.2% |
| 5Y | +342.8% | +101.4% | +241.5% | +228.6% |
| 10Y | +771.4% | +60.6% | +710.7% | +521.8% |
| All | +3,463.3% | +5,256.9% | -1,793.6% | +640.1% |
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