+394.5%
GLW vs SITM
+164.5%
+229.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +16.9% | +3.7% | +13.2% | +15.8% |
| 30D | +7.0% | -14.5% | +21.5% | +11.1% |
| 3M | -3.0% | -10.6% | +7.6% | -0.4% |
| 6M | +31.0% | +65.5% | -34.6% | +18.2% |
| YTD | +93.4% | +67.0% | +26.4% | +74.2% |
| 1Y | +134.7% | +138.6% | -3.9% | +96.8% |
| 3Y | +471.8% | +421.8% | +50.0% | +294.2% |
| 5Y | +394.5% | +172.4% | +222.0% | +236.3% |
| All | +394.5% | +164.5% | +229.9% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling