+339.2%
GLW vs SPYG
+91.6%
+247.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.1% |
| 7D | +7.7% | +2.3% | +5.4% | +5.0% |
| 30D | -18.8% | -6.5% | -12.4% | -10.7% |
| 3M | -27.7% | -6.8% | -20.9% | -19.6% |
| 6M | -44.4% | -3.1% | -41.3% | -39.9% |
| YTD | +31.3% | +8.0% | +23.3% | +28.3% |
| 1Y | +40.0% | +10.2% | +29.8% | +34.8% |
| 3Y | +339.2% | +91.0% | +248.2% | +210.1% |
| All | +339.2% | +91.6% | +247.6% | +210.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling