+562.0%
GLW vs SPGI
+337.7%
+224.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | -18.2% | +15.3% | -33.5% | -22.9% |
| 3M | -24.2% | +16.5% | -40.7% | -29.5% |
| 6M | -41.7% | +19.8% | -61.5% | -48.0% |
| YTD | +38.3% | -3.2% | +41.5% | +34.9% |
| 1Y | +38.2% | +1.8% | +36.4% | +30.7% |
| 3Y | +363.4% | +30.6% | +332.8% | +272.7% |
| 5Y | +254.6% | +16.0% | +238.5% | +198.8% |
| 10Y | +562.0% | +338.6% | +223.4% | +162.4% |
| All | +562.0% | +337.7% | +224.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling