+1,080.3%
GLW vs SPMO
+572.4%
+507.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.0% |
| 7D | +3.8% | +2.0% | +1.8% | +1.6% |
| 30D | -1.3% | -0.4% | -1.0% | -0.6% |
| 3M | -21.8% | -1.9% | -19.9% | -17.1% |
| 6M | +6.9% | +25.0% | -18.1% | -9.1% |
| YTD | +77.2% | +26.0% | +51.1% | +50.0% |
| 1Y | +123.2% | +28.7% | +94.6% | +86.4% |
| 3Y | +400.0% | +160.9% | +239.1% | +113.1% |
| 5Y | +342.8% | +147.9% | +194.9% | +97.5% |
| 10Y | +771.4% | +518.9% | +252.5% | +102.3% |
| All | +1,080.3% | +572.4% | +507.9% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling