+307.7%
GLW vs SPOT
+255.6%
+52.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.5% |
| 7D | -13.9% | +1.6% | -15.5% | -13.9% |
| 30D | -35.0% | +17.6% | -52.6% | -34.6% |
| 3M | -32.4% | +26.9% | -59.3% | -32.2% |
| 6M | -41.3% | +41.8% | -83.2% | -41.9% |
| YTD | +21.8% | +3.8% | +18.0% | +23.9% |
| 1Y | +21.8% | -2.5% | +24.3% | +24.7% |
| 3Y | +307.7% | +260.6% | +47.1% | +302.2% |
| All | +307.7% | +255.6% | +52.1% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling