+427.3%
GLW vs SPOT
+267.1%
+160.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +9.1% |
| 7D | -5.9% | +2.5% | -8.4% | -6.2% |
| 30D | -26.0% | +15.1% | -41.1% | -27.6% |
| 3M | -29.9% | +24.8% | -54.7% | -32.8% |
| 6M | -37.8% | +45.8% | -83.5% | -42.3% |
| YTD | +33.1% | +4.9% | +28.2% | +29.4% |
| 1Y | +36.8% | -1.3% | +38.1% | +34.4% |
| 3Y | +356.1% | +257.7% | +98.4% | +239.2% |
| 5Y | +243.8% | +118.5% | +125.3% | +167.7% |
| All | +427.3% | +267.1% | +160.1% | +198.6% |
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