+78.8%
GLW vs SPYG
+528.0%
-449.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.3% |
| 7D | +7.7% | +2.3% | +5.4% | +5.4% |
| 30D | -18.8% | -6.5% | -12.4% | -11.7% |
| 3M | -27.7% | -6.8% | -20.9% | -20.6% |
| 6M | -44.4% | -3.1% | -41.3% | -40.3% |
| YTD | +31.3% | +8.0% | +23.3% | +27.0% |
| 1Y | +40.0% | +10.2% | +29.8% | +32.9% |
| 3Y | +339.2% | +91.0% | +248.2% | +127.0% |
| 5Y | +229.2% | +67.7% | +161.4% | +89.5% |
| 10Y | +528.4% | +393.9% | +134.5% | +7.5% |
| All | +78.8% | +528.0% | -449.2% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling