+562.0%
GLW vs STM
+468.1%
+93.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +5.9% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | -18.2% | -8.4% | -9.9% | -14.8% |
| 3M | -24.2% | -15.8% | -8.4% | -17.8% |
| 6M | -41.7% | -22.8% | -18.9% | -33.7% |
| YTD | +38.3% | +79.4% | -41.1% | +14.2% |
| 1Y | +38.2% | +97.0% | -58.8% | +10.1% |
| 3Y | +363.4% | +14.2% | +349.2% | +321.3% |
| 5Y | +254.6% | -4.5% | +259.0% | +231.1% |
| 10Y | +562.0% | +463.1% | +98.9% | +212.7% |
| All | +562.0% | +468.1% | +93.9% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling