+833.1%
GLW vs SPXS
-99.5%
+932.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.0% | -2.4% |
| 7D | +11.7% | +6.4% | +5.3% | +14.6% |
| 30D | +2.7% | +6.0% | -3.3% | +5.3% |
| 3M | -2.8% | -11.6% | +8.8% | -5.8% |
| 6M | +20.2% | -28.7% | +48.9% | +9.5% |
| YTD | +87.3% | -26.3% | +113.6% | +75.0% |
| 1Y | +119.6% | -34.9% | +154.5% | +98.2% |
| 3Y | +453.7% | -79.5% | +533.1% | +257.3% |
| 5Y | +376.1% | -85.9% | +462.0% | +214.6% |
| All | +833.1% | -99.5% | +932.6% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling