+342.1%
GLW vs SPGI
+8.3%
+333.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.0% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | -1.3% | +8.4% | -9.8% | -3.0% |
| 3M | -21.8% | +11.8% | -33.6% | -24.5% |
| 6M | +6.9% | +5.7% | +1.2% | +4.6% |
| YTD | +77.2% | -9.7% | +86.8% | +82.5% |
| 1Y | +123.2% | -12.5% | +135.7% | +132.0% |
| 3Y | +400.0% | +21.8% | +378.2% | +336.5% |
| All | +342.1% | +8.3% | +333.9% | +277.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling