+443.4%
GLW vs SPOT
+260.8%
+182.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +15.5% | -2.6% | +18.1% | +16.0% |
| 30D | -19.6% | +13.5% | -33.0% | -21.2% |
| 3M | -28.5% | +22.2% | -50.7% | -31.2% |
| 6M | -39.5% | +38.3% | -77.8% | -43.4% |
| YTD | +37.2% | +3.1% | +34.1% | +33.7% |
| 1Y | +35.4% | -7.6% | +43.0% | +34.6% |
| 3Y | +359.7% | +250.0% | +109.6% | +243.0% |
| 5Y | +244.0% | +113.3% | +130.7% | +169.0% |
| All | +443.4% | +260.8% | +182.6% | +208.5% |
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