+803.7%
GLW vs STLA
+189.9%
+613.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | -4.5% | -9.4% | -13.0% |
| 30D | -35.0% | -3.9% | -31.1% | -34.5% |
| 3M | -32.4% | -20.2% | -12.2% | -29.1% |
| 6M | -41.3% | -42.2% | +0.8% | -33.8% |
| YTD | +21.8% | -59.3% | +81.2% | +47.0% |
| 1Y | +21.8% | -56.1% | +77.9% | +43.8% |
| 3Y | +307.7% | -73.7% | +381.3% | +426.8% |
| 5Y | +213.7% | -70.3% | +284.0% | +285.0% |
| 10Y | +509.3% | +23.1% | +486.2% | +449.0% |
| All | +803.7% | +189.9% | +613.9% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling