+4,542.6%
GLW vs SPGI
+14,090.3%
-9,547.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.4% |
| 7D | +3.8% | +0.1% | +3.6% | +3.6% |
| 30D | -1.3% | +8.4% | -9.8% | -5.2% |
| 3M | -21.8% | +11.8% | -33.6% | -27.5% |
| 6M | +6.9% | +5.7% | +1.2% | +0.5% |
| YTD | +77.2% | -9.7% | +86.8% | +76.6% |
| 1Y | +123.2% | -12.5% | +135.7% | +123.9% |
| 3Y | +400.0% | +21.8% | +378.2% | +326.4% |
| 5Y | +342.8% | +8.2% | +334.6% | +292.3% |
| 10Y | +771.4% | +309.5% | +461.9% | +309.3% |
| All | +4,542.6% | +14,090.3% | -9,547.7% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling