+541.5%
GLW vs SITM
+4,608.4%
-4,066.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.5% | -0.9% | +4.3% |
| 7D | +3.8% | +9.7% | -6.0% | +1.8% |
| 30D | -1.3% | +12.7% | -14.0% | -4.4% |
| 3M | -21.8% | -13.4% | -8.4% | -19.4% |
| 6M | +6.9% | +59.6% | -52.7% | -1.7% |
| YTD | +77.2% | +73.3% | +3.9% | +60.3% |
| 1Y | +123.2% | +165.5% | -42.3% | +87.0% |
| 3Y | +400.0% | +368.7% | +31.3% | +260.6% |
| 5Y | +342.8% | +172.5% | +170.3% | +218.0% |
| All | +541.5% | +4,608.4% | -4,066.9% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling