+654.7%
GLW vs SPOT
+218.6%
+436.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.1% | +7.9% |
| 7D | +14.0% | -2.9% | +16.9% | +14.4% |
| 30D | +0.4% | +8.3% | -7.9% | -1.3% |
| 3M | -11.3% | +5.1% | -16.4% | -12.7% |
| 6M | +35.1% | -6.5% | +41.5% | +35.0% |
| YTD | +90.5% | -9.0% | +99.5% | +90.0% |
| 1Y | +132.0% | -26.4% | +158.4% | +140.2% |
| 3Y | +463.3% | +240.0% | +223.3% | +320.8% |
| 5Y | +382.5% | +111.7% | +270.8% | +274.9% |
| All | +654.7% | +218.6% | +436.0% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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