+863.6%
GLW vs SPYG
+424.8%
+438.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +16.9% | +0.3% | +16.6% | +16.4% |
| 30D | +7.0% | -1.7% | +8.7% | +8.9% |
| 3M | -3.0% | +3.6% | -6.6% | -5.0% |
| 6M | +31.0% | +16.6% | +14.4% | +15.4% |
| YTD | +93.4% | +13.4% | +80.0% | +76.0% |
| 1Y | +134.7% | +19.6% | +115.2% | +103.9% |
| 3Y | +471.8% | +99.8% | +372.0% | +198.9% |
| 5Y | +394.5% | +85.0% | +309.5% | +173.4% |
| All | +863.6% | +424.8% | +438.9% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling