+1,012.9%
GLW vs SPXU
-100.0%
+1,112.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.9% | +11.3% | +5.8% |
| 7D | +1.4% | +1.5% | -0.1% | +3.6% |
| 30D | -18.2% | +6.4% | -24.6% | -14.4% |
| 3M | -24.2% | +4.2% | -28.4% | -20.9% |
| 6M | -41.7% | -7.8% | -33.9% | -40.6% |
| YTD | +38.3% | -27.5% | +65.8% | +31.4% |
| 1Y | +38.2% | -27.1% | +65.3% | +32.6% |
| 3Y | +363.4% | -80.8% | +444.2% | +193.0% |
| 5Y | +254.6% | -84.1% | +338.7% | +148.6% |
| 10Y | +562.0% | -99.5% | +661.5% | +72.0% |
| All | +1,012.9% | -100.0% | +1,112.9% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling