+123.2%
GLW vs SITM
+174.8%
-51.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.5% | -0.9% | +2.6% |
| 7D | +3.8% | +9.7% | -6.0% | -0.7% |
| 30D | -1.3% | +12.7% | -14.0% | -8.6% |
| 3M | -21.8% | -13.4% | -8.4% | -17.0% |
| 6M | +6.9% | +59.6% | -52.7% | -12.1% |
| YTD | +77.2% | +73.3% | +3.9% | +42.1% |
| 1Y | +123.2% | +165.5% | -42.3% | +61.6% |
| All | +123.2% | +174.8% | -51.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling