+342.1%
GLW vs STLA
-62.4%
+404.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.4% |
| 7D | +3.8% | +2.6% | +1.2% | +3.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | -21.8% | -24.8% | +3.0% | -16.1% |
| 6M | +6.9% | -25.6% | +32.5% | +14.7% |
| YTD | +77.2% | -48.9% | +126.1% | +106.1% |
| 1Y | +123.2% | -38.8% | +162.0% | +142.4% |
| 3Y | +400.0% | -64.5% | +464.5% | +508.8% |
| All | +342.1% | -62.4% | +404.5% | +397.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling