+32.1%
GLW vs STLA
-57.6%
+89.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.5% | +9.3% |
| 7D | -5.9% | -6.4% | +0.5% | -5.3% |
| 30D | -26.0% | -1.3% | -24.7% | -25.9% |
| 3M | -29.9% | -19.9% | -10.0% | -28.9% |
| 6M | -37.8% | -42.9% | +5.1% | -34.5% |
| YTD | +33.1% | -59.4% | +92.5% | +36.5% |
| All | +32.1% | -57.6% | +89.7% | +33.0% |
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