+463.3%
GLW vs SPYG
+100.8%
+362.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +8.1% |
| 7D | +14.0% | +1.2% | +12.8% | +12.3% |
| 30D | +0.4% | -1.6% | +1.9% | +2.2% |
| 3M | -11.3% | +3.4% | -14.7% | -13.3% |
| 6M | +35.1% | +18.9% | +16.2% | +16.3% |
| YTD | +90.5% | +13.8% | +76.7% | +71.5% |
| 1Y | +132.0% | +20.6% | +111.4% | +99.9% |
| 3Y | +463.3% | +100.5% | +362.8% | +252.6% |
| All | +463.3% | +100.8% | +362.6% | +252.6% |
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