+3,093.2%
GLW vs SPGI
+14,867.5%
-11,774.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -13.9% | +0.3% | -14.2% | -14.1% |
| 30D | -35.0% | +18.4% | -53.4% | -39.9% |
| 3M | -32.4% | +15.7% | -48.0% | -37.4% |
| 6M | -41.3% | +17.3% | -58.6% | -47.5% |
| YTD | +21.8% | -4.7% | +26.6% | +17.7% |
| 1Y | +21.8% | +1.8% | +20.0% | +13.8% |
| 3Y | +307.7% | +31.7% | +276.0% | +233.4% |
| 5Y | +213.7% | +12.1% | +201.6% | +172.6% |
| 10Y | +509.3% | +341.9% | +167.3% | +174.8% |
| All | +3,093.2% | +14,867.5% | -11,774.2% | +173.4% |
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