+1,074.6%
GLW vs SPYM
+829.4%
+245.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.1% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -21.8% | +2.0% | -23.8% | -22.6% |
| 6M | +6.9% | +13.1% | -6.2% | -5.1% |
| YTD | +77.2% | +13.6% | +63.5% | +56.9% |
| 1Y | +123.2% | +20.1% | +103.2% | +86.6% |
| 3Y | +400.0% | +77.6% | +322.4% | +168.5% |
| 5Y | +342.8% | +82.5% | +260.3% | +128.9% |
| 10Y | +771.4% | +317.6% | +453.8% | +83.1% |
| All | +1,074.6% | +829.4% | +245.2% | +8.2% |
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