+562.0%
GLW vs STLA
+0.5%
+561.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +11.0% | +8.5% |
| 7D | +1.4% | -11.6% | +13.0% | +5.5% |
| 30D | -18.2% | -6.2% | -12.0% | -16.9% |
| 3M | -24.2% | -24.6% | +0.4% | -18.0% |
| 6M | -41.7% | -44.9% | +3.2% | -30.5% |
| YTD | +38.3% | -62.3% | +100.6% | +81.6% |
| 1Y | +38.2% | -61.8% | +100.0% | +80.1% |
| 3Y | +363.4% | -75.3% | +438.7% | +565.9% |
| 5Y | +254.6% | -72.5% | +327.1% | +370.7% |
| 10Y | +562.0% | +0.8% | +561.2% | +480.3% |
| All | +562.0% | +0.5% | +561.5% | +480.3% |
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