+232.7%
GLW vs SPMO
+114.1%
+118.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -2.3% |
| 7D | +7.7% | +6.3% | +1.4% | +0.1% |
| 30D | -18.8% | -8.9% | -10.0% | -8.0% |
| 3M | -27.7% | -13.2% | -14.5% | -11.9% |
| 6M | -44.4% | -9.3% | -35.2% | -32.7% |
| YTD | +31.3% | +11.6% | +19.7% | +31.6% |
| 1Y | +40.0% | +13.4% | +26.7% | +38.7% |
| 3Y | +339.2% | +122.9% | +216.4% | +142.3% |
| All | +232.7% | +114.1% | +118.7% | +87.3% |
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