+307.7%
GLW vs STLA
-74.0%
+381.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | -4.5% | -9.4% | -13.2% |
| 30D | -35.0% | -3.9% | -31.1% | -34.6% |
| 3M | -32.4% | -20.2% | -12.2% | -30.0% |
| 6M | -41.3% | -42.2% | +0.8% | -35.6% |
| YTD | +21.8% | -59.3% | +81.2% | +40.4% |
| 1Y | +21.8% | -56.1% | +77.9% | +37.5% |
| 3Y | +307.7% | -73.7% | +381.3% | +338.1% |
| All | +307.7% | -74.0% | +381.7% | +338.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling