+141.3%
GLW vs SPYG
+564.9%
-423.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | +3.8% | +0.4% | +3.4% | +3.3% |
| 30D | -1.3% | -0.4% | -0.9% | -0.8% |
| 3M | -21.8% | +0.5% | -22.4% | -20.7% |
| 6M | +6.9% | +17.5% | -10.6% | -7.4% |
| YTD | +77.2% | +14.3% | +62.8% | +58.5% |
| 1Y | +123.2% | +21.7% | +101.5% | +87.6% |
| 3Y | +400.0% | +98.6% | +301.4% | +143.2% |
| 5Y | +342.8% | +85.1% | +257.7% | +124.6% |
| 10Y | +771.4% | +412.0% | +359.4% | +41.0% |
| All | +141.3% | +564.9% | -423.5% | -75.8% |
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 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