+232.7%
GLW vs SPOT
+117.4%
+115.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.5% |
| 7D | +7.7% | +1.6% | +6.1% | +7.6% |
| 30D | -18.8% | +16.9% | -35.8% | -20.0% |
| 3M | -27.7% | +23.0% | -50.7% | -29.4% |
| 6M | -44.4% | +42.2% | -86.6% | -47.0% |
| YTD | +31.3% | +5.5% | +25.8% | +29.5% |
| 1Y | +40.0% | -5.1% | +45.1% | +40.4% |
| 3Y | +339.2% | +257.9% | +81.3% | +248.3% |
| All | +232.7% | +117.4% | +115.4% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling