+1,325.5%
GLW vs SPXU
-100.0%
+1,425.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +6.2% |
| 7D | +3.8% | -0.1% | +3.9% | +3.7% |
| 30D | -1.3% | +0.8% | -2.2% | -0.9% |
| 3M | -21.8% | -4.7% | -17.1% | -21.4% |
| 6M | +6.9% | -29.6% | +36.5% | -2.9% |
| YTD | +77.2% | -29.9% | +107.0% | +62.0% |
| 1Y | +123.2% | -39.1% | +162.3% | +95.8% |
| 3Y | +400.0% | -80.0% | +480.0% | +216.1% |
| 5Y | +342.8% | -86.0% | +428.9% | +188.5% |
| 10Y | +771.4% | -99.5% | +870.9% | +118.8% |
| All | +1,325.5% | -100.0% | +1,425.5% | -2.7% |
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