+493.9%
GLW vs STLA
+18.3%
+475.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | -4.5% | -9.4% | -12.7% |
| 30D | -35.0% | -3.9% | -31.1% | -34.3% |
| 3M | -32.4% | -20.2% | -12.2% | -28.1% |
| 6M | -41.3% | -42.2% | +0.8% | -31.2% |
| YTD | +21.8% | -59.3% | +81.2% | +56.1% |
| 1Y | +21.8% | -56.1% | +77.9% | +51.3% |
| 3Y | +307.7% | -73.7% | +381.3% | +473.4% |
| 5Y | +213.7% | -70.3% | +284.0% | +306.0% |
| All | +493.9% | +18.3% | +475.5% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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