+243.8%
GLW vs SPXU
-83.1%
+326.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -7.0% | +16.3% | +6.2% |
| 7D | -5.9% | -1.5% | -4.4% | -5.3% |
| 30D | -26.0% | +9.7% | -35.7% | -21.7% |
| 3M | -29.9% | +8.4% | -38.3% | -25.8% |
| 6M | -37.8% | -5.7% | -32.0% | -36.0% |
| YTD | +33.1% | -25.4% | +58.6% | +28.5% |
| 1Y | +36.8% | -28.9% | +65.7% | +30.9% |
| 3Y | +356.1% | -81.2% | +437.3% | +213.3% |
| 5Y | +243.8% | -83.3% | +327.1% | +158.2% |
| All | +243.8% | -83.1% | +326.9% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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