+376.1%
GLW vs SPMO
+145.0%
+231.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -1.0% |
| 7D | +11.7% | +0.1% | +11.6% | +11.8% |
| 30D | +2.7% | -0.7% | +3.4% | +4.0% |
| 3M | -2.8% | +2.8% | -5.7% | -1.6% |
| 6M | +20.2% | +24.4% | -4.3% | +2.8% |
| YTD | +87.3% | +24.2% | +63.1% | +61.3% |
| 1Y | +119.6% | +24.5% | +95.1% | +89.6% |
| 3Y | +453.7% | +155.6% | +298.1% | +154.7% |
| 5Y | +376.1% | +148.2% | +227.9% | +122.1% |
| All | +376.1% | +145.0% | +231.1% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling