+39.7%
GLW vs SPMO
+11.2%
+28.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -3.0% | -1.3% |
| 7D | +7.5% | +6.3% | +1.1% | -5.0% |
| 30D | -19.0% | -8.9% | -10.2% | -0.8% |
| 3M | -27.9% | -13.2% | -14.7% | -0.2% |
| 6M | -44.6% | -9.3% | -35.3% | -26.0% |
| YTD | +31.0% | +11.6% | +19.4% | +18.2% |
| 1Y | +39.7% | +13.4% | +26.3% | +22.4% |
| All | +39.7% | +11.2% | +28.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling