+86.9%
GLW vs SPYG
+533.7%
-446.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +15.5% | +4.2% | +11.3% | +10.7% |
| 30D | -19.6% | -7.4% | -12.1% | -11.4% |
| 3M | -28.5% | -5.3% | -23.2% | -22.9% |
| 6M | -39.5% | -1.2% | -38.3% | -36.4% |
| YTD | +37.2% | +9.0% | +28.2% | +31.4% |
| 1Y | +35.4% | +8.8% | +26.6% | +30.4% |
| 3Y | +359.7% | +92.8% | +266.9% | +135.0% |
| 5Y | +244.0% | +69.3% | +174.7% | +96.0% |
| 10Y | +556.7% | +398.4% | +158.3% | +11.2% |
| All | +86.9% | +533.7% | -446.8% | -79.9% |
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