+601.6%
GLW vs SPOT
+227.0%
+374.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.8% | +6.2% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | -1.3% | +12.5% | -13.8% | -3.5% |
| 3M | -21.8% | +9.9% | -31.7% | -23.6% |
| 6M | +6.9% | +1.6% | +5.3% | +5.3% |
| YTD | +77.2% | -6.6% | +83.7% | +76.0% |
| 1Y | +123.2% | -22.9% | +146.2% | +129.4% |
| 3Y | +400.0% | +244.3% | +155.7% | +273.2% |
| 5Y | +342.8% | +117.8% | +225.0% | +242.6% |
| All | +601.6% | +227.0% | +374.7% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling