+3,273.8%
GLW vs SPGI
+15,046.0%
-11,772.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -11.1% | +1.6% | -12.7% | -11.7% |
| 30D | -28.4% | +16.1% | -44.5% | -33.2% |
| 3M | -28.8% | +15.5% | -44.2% | -34.0% |
| 6M | -39.8% | +19.6% | -59.5% | -46.6% |
| YTD | +28.7% | -3.6% | +32.3% | +23.8% |
| 1Y | +27.7% | +2.2% | +25.5% | +19.2% |
| 3Y | +331.3% | +30.1% | +301.2% | +255.0% |
| 5Y | +233.4% | +14.9% | +218.5% | +186.6% |
| 10Y | +521.8% | +334.0% | +187.8% | +182.8% |
| All | +3,273.8% | +15,046.0% | -11,772.2% | +187.4% |
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