+342.1%
GLW vs SPY
+82.0%
+260.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -21.8% | +2.0% | -23.8% | -22.7% |
| 6M | +6.9% | +13.0% | -6.1% | -4.9% |
| YTD | +77.2% | +13.5% | +63.6% | +57.3% |
| 1Y | +123.2% | +20.0% | +103.3% | +88.3% |
| 3Y | +400.0% | +77.2% | +322.8% | +189.6% |
| All | +342.1% | +82.0% | +260.1% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling