+75.0%
SPY vs GLW
+304.0%
-229.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -2.7% | -13.9% | +11.2% | -0.7% |
| 30D | -5.4% | -35.0% | +29.6% | +0.4% |
| 3M | -4.1% | -32.4% | +28.3% | +0.6% |
| 6M | +0.7% | -41.3% | +42.1% | +5.3% |
| YTD | +8.7% | +21.8% | -13.2% | -7.3% |
| 1Y | +10.9% | +21.8% | -11.0% | -5.8% |
| 3Y | +75.0% | +307.7% | -232.7% | +3.9% |
| All | +75.0% | +304.0% | -229.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 3y: compounded portfolio wealth divided by compounded GLW 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…
3y analysis · Full analysis span regression · 6 months rolling