+463.3%
GLW vs SITM
+409.8%
+53.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.1% | +9.7% | +8.2% |
| 7D | +14.0% | +8.4% | +5.7% | +11.2% |
| 30D | +0.4% | -17.4% | +17.8% | +6.2% |
| 3M | -11.3% | -9.8% | -1.5% | -8.8% |
| 6M | +35.1% | +83.0% | -47.9% | +17.1% |
| YTD | +90.5% | +69.6% | +21.0% | +68.0% |
| 1Y | +132.0% | +144.9% | -12.9% | +89.1% |
| 3Y | +463.3% | +429.9% | +33.5% | +283.3% |
| All | +463.3% | +409.8% | +53.5% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling