+387.1%
GLW vs SPXU
-86.1%
+473.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +8.2% |
| 7D | +14.0% | -1.5% | +15.5% | +13.3% |
| 30D | +0.4% | +3.7% | -3.4% | +1.9% |
| 3M | -11.3% | -9.6% | -1.8% | -13.2% |
| 6M | +35.1% | -32.4% | +67.4% | +21.5% |
| YTD | +90.5% | -28.7% | +119.2% | +76.4% |
| 1Y | +132.0% | -38.2% | +170.2% | +107.1% |
| 3Y | +463.3% | -80.4% | +543.8% | +283.0% |
| All | +387.1% | -86.1% | +473.2% | +236.4% |
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