+578.2%
GLW vs SITM
+4,532.8%
-3,954.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.6% |
| 7D | +11.7% | +4.8% | +6.9% | +10.6% |
| 30D | +2.7% | -9.7% | +12.4% | +4.9% |
| 3M | -2.8% | -9.3% | +6.5% | -0.9% |
| 6M | +20.2% | +69.5% | -49.4% | +9.2% |
| YTD | +87.3% | +70.5% | +16.8% | +69.9% |
| 1Y | +119.6% | +145.3% | -25.7% | +86.4% |
| 3Y | +453.7% | +432.8% | +20.9% | +292.0% |
| 5Y | +376.1% | +174.0% | +202.1% | +241.8% |
| All | +578.2% | +4,532.8% | -3,954.7% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling