+817.0%
GLW vs SPYM
+819.0%
-2.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +5.9% |
| 7D | +1.4% | -0.9% | +2.3% | +3.3% |
| 30D | -18.2% | -2.4% | -15.9% | -15.1% |
| 3M | -24.2% | -1.1% | -23.1% | -22.3% |
| 6M | -41.7% | +3.3% | -45.0% | -42.4% |
| YTD | +38.3% | +12.4% | +25.9% | +25.6% |
| 1Y | +38.2% | +12.5% | +25.7% | +25.7% |
| 3Y | +363.4% | +79.1% | +284.3% | +149.6% |
| 5Y | +254.6% | +75.7% | +178.9% | +93.8% |
| 10Y | +562.0% | +313.9% | +248.1% | +42.3% |
| All | +817.0% | +819.0% | -2.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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