+837.6%
GLW vs SPY
+311.3%
+526.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +8.2% |
| 7D | +14.0% | +0.5% | +13.5% | +13.1% |
| 30D | +0.4% | -0.9% | +1.3% | +1.5% |
| 3M | -11.3% | +3.9% | -15.2% | -14.5% |
| 6M | +35.1% | +14.5% | +20.5% | +17.0% |
| YTD | +90.5% | +12.9% | +77.6% | +68.7% |
| 1Y | +132.0% | +19.4% | +112.7% | +93.4% |
| 3Y | +463.3% | +78.5% | +384.9% | +191.0% |
| 5Y | +382.5% | +81.8% | +300.7% | +141.9% |
| 10Y | +837.6% | +311.5% | +526.1% | +73.2% |
| All | +837.6% | +311.3% | +526.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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