+2,956.9%
SPY vs GLW
+1,702.7%
+1,254.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | -2.7% | -13.9% | +11.2% | +0.3% |
| 30D | -5.4% | -35.0% | +29.6% | +3.2% |
| 3M | -4.1% | -32.4% | +28.3% | +2.8% |
| 6M | +0.7% | -41.3% | +42.1% | +8.2% |
| YTD | +8.7% | +21.8% | -13.2% | -2.7% |
| 1Y | +10.9% | +21.8% | -11.0% | -0.9% |
| 3Y | +75.0% | +307.7% | -232.7% | +18.1% |
| 5Y | +67.8% | +213.7% | -145.9% | +19.4% |
| 10Y | +312.9% | +509.3% | -196.4% | +151.8% |
| All | +2,956.9% | +1,702.7% | +1,254.2% | +1,055.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling