+382.5%
GLW vs SPOT
+108.1%
+274.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.1% | +7.8% |
| 7D | +14.0% | -2.9% | +16.9% | +14.3% |
| 30D | +0.4% | +8.3% | -7.9% | -0.8% |
| 3M | -11.3% | +5.1% | -16.4% | -12.3% |
| 6M | +35.1% | -6.5% | +41.5% | +35.1% |
| YTD | +90.5% | -9.0% | +99.5% | +90.8% |
| 1Y | +132.0% | -26.4% | +158.4% | +139.4% |
| 3Y | +463.3% | +240.0% | +223.3% | +347.1% |
| 5Y | +382.5% | +111.7% | +270.8% | +260.6% |
| All | +382.5% | +108.1% | +274.4% | +260.6% |
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 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