+244.0%
GLW vs SPGI
+14.2%
+229.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +15.5% | -0.8% | +16.4% | +15.7% |
| 30D | -19.6% | +14.3% | -33.8% | -21.2% |
| 3M | -28.5% | +14.5% | -43.0% | -30.3% |
| 6M | -39.5% | +17.3% | -56.8% | -42.2% |
| YTD | +37.2% | -4.6% | +41.8% | +40.3% |
| 1Y | +35.4% | +0.8% | +34.7% | +34.6% |
| 3Y | +359.7% | +28.8% | +330.9% | +294.2% |
| 5Y | +244.0% | +14.0% | +230.1% | +198.8% |
| All | +244.0% | +14.2% | +229.8% | +198.8% |
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