-41.3%
GLW vs SPGI
+17.6%
-59.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +1.4% |
| 7D | -13.9% | +0.3% | -14.2% | -13.5% |
| 30D | -35.0% | +18.4% | -53.4% | -19.0% |
| 3M | -32.4% | +15.7% | -48.0% | -16.6% |
| 6M | -41.3% | +17.3% | -58.6% | -19.5% |
| All | -41.3% | +17.6% | -59.0% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling