+554.2%
GLW vs SPYG
+397.7%
+156.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +15.5% | +4.2% | +11.3% | +10.9% |
| 30D | -19.6% | -7.4% | -12.1% | -11.8% |
| 3M | -28.5% | -5.3% | -23.2% | -23.1% |
| 6M | -39.5% | -1.2% | -38.3% | -36.5% |
| YTD | +37.2% | +9.0% | +28.2% | +32.2% |
| 1Y | +35.4% | +8.8% | +26.6% | +31.1% |
| 3Y | +359.7% | +92.8% | +266.9% | +153.8% |
| 5Y | +244.0% | +69.3% | +174.7% | +113.3% |
| All | +554.2% | +397.7% | +156.5% | +9.7% |
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