+524.5%
GLW vs SPMO
+460.5%
+64.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -3.0% | -2.7% |
| 7D | +7.5% | +6.3% | +1.1% | +0.7% |
| 30D | -19.0% | -8.9% | -10.2% | -9.2% |
| 3M | -27.9% | -13.2% | -14.7% | -13.6% |
| 6M | -44.6% | -9.3% | -35.3% | -34.0% |
| YTD | +31.0% | +11.6% | +19.4% | +29.0% |
| 1Y | +39.7% | +13.4% | +26.3% | +35.8% |
| 3Y | +338.2% | +122.9% | +215.3% | +120.8% |
| 5Y | +228.4% | +113.9% | +114.5% | +71.5% |
| All | +524.5% | +460.5% | +64.0% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling