+212.6%
GLW vs SPGI
+11.1%
+201.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | -13.9% | +0.3% | -14.2% | -14.0% |
| 30D | -35.0% | +18.4% | -53.4% | -36.7% |
| 3M | -32.4% | +15.7% | -48.0% | -34.2% |
| 6M | -41.3% | +17.3% | -58.6% | -44.0% |
| YTD | +21.8% | -4.7% | +26.6% | +24.6% |
| 1Y | +21.8% | +1.8% | +20.0% | +20.3% |
| 3Y | +307.7% | +31.7% | +276.0% | +245.4% |
| All | +212.6% | +11.1% | +201.5% | +174.7% |
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