+254.6%
GLW vs SPYG
+71.0%
+183.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +5.7% |
| 7D | +1.4% | -1.5% | +2.9% | +3.8% |
| 30D | -18.2% | -7.2% | -11.0% | -11.0% |
| 3M | -24.2% | -4.6% | -19.5% | -19.3% |
| 6M | -41.7% | -1.2% | -40.5% | -38.9% |
| YTD | +38.3% | +9.3% | +29.0% | +34.0% |
| 1Y | +38.2% | +8.8% | +29.3% | +34.7% |
| 3Y | +363.4% | +93.3% | +270.1% | +194.6% |
| 5Y | +254.6% | +71.7% | +182.9% | +130.8% |
| All | +254.6% | +71.0% | +183.6% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling