+126.8%
GLW vs SITM
+135.9%
-9.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +16.9% | +3.7% | +13.2% | +14.8% |
| 30D | +7.0% | -14.5% | +21.5% | +14.8% |
| 3M | -3.0% | -10.6% | +7.6% | +1.5% |
| 6M | +31.0% | +65.5% | -34.6% | +6.6% |
| YTD | +93.4% | +67.0% | +26.4% | +57.5% |
| All | +126.8% | +135.9% | -9.2% | +68.0% |
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