+38.2%
GLW vs STLA
-61.0%
+99.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +11.0% | +7.8% |
| 7D | +1.4% | -11.6% | +13.0% | +2.7% |
| 30D | -18.2% | -6.2% | -12.0% | -17.7% |
| 3M | -24.2% | -24.6% | +0.4% | -22.6% |
| 6M | -41.7% | -44.9% | +3.2% | -38.2% |
| YTD | +38.3% | -62.3% | +100.6% | +43.5% |
| 1Y | +38.2% | -61.8% | +100.0% | +41.7% |
| All | +38.2% | -61.0% | +99.2% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling