+32.1%
GLW vs SPGI
+1.8%
+30.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.5% | +9.8% |
| 7D | -5.9% | -0.9% | -5.0% | -6.4% |
| 30D | -26.0% | +15.5% | -41.5% | -17.5% |
| 3M | -29.9% | +15.7% | -45.6% | -21.0% |
| 6M | -37.8% | +19.1% | -56.8% | -26.5% |
| YTD | +33.1% | -4.1% | +37.2% | +50.0% |
| All | +32.1% | +1.8% | +30.3% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling