+833.1%
GLW vs SPYG
+420.3%
+412.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.3% |
| 7D | +11.7% | -1.8% | +13.5% | +13.9% |
| 30D | +2.7% | -1.9% | +4.6% | +4.8% |
| 3M | -2.8% | +5.2% | -8.0% | -6.2% |
| 6M | +20.2% | +15.6% | +4.6% | +6.9% |
| YTD | +87.3% | +12.4% | +74.9% | +72.0% |
| 1Y | +119.6% | +17.5% | +102.1% | +94.2% |
| 3Y | +453.7% | +98.1% | +355.6% | +192.1% |
| 5Y | +376.1% | +84.9% | +291.2% | +163.2% |
| All | +833.1% | +420.3% | +412.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling