+382.6%
GLW vs SPOT
+263.5%
+119.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.9% |
| 7D | -13.9% | +1.6% | -15.5% | -14.1% |
| 30D | -35.0% | +17.6% | -52.6% | -36.7% |
| 3M | -32.4% | +26.9% | -59.3% | -35.3% |
| 6M | -41.3% | +41.8% | -83.2% | -45.4% |
| YTD | +21.8% | +3.8% | +18.0% | +18.6% |
| 1Y | +21.8% | -2.5% | +24.3% | +19.9% |
| 3Y | +307.7% | +260.6% | +47.1% | +202.4% |
| 5Y | +213.7% | +108.6% | +105.1% | +146.6% |
| All | +382.6% | +263.5% | +119.1% | +173.6% |
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 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