+526.0%
GLW vs STM
+470.7%
+55.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | +7.7% | +12.0% | -4.3% | +2.7% |
| 30D | -18.8% | -0.4% | -18.5% | -18.5% |
| 3M | -27.7% | -13.2% | -14.6% | -22.6% |
| 6M | -44.4% | -26.1% | -18.4% | -35.8% |
| YTD | +31.3% | +81.2% | -49.9% | +7.9% |
| 1Y | +40.0% | +98.3% | -58.3% | +11.2% |
| 3Y | +339.2% | +16.7% | +322.5% | +295.7% |
| 5Y | +229.2% | -4.8% | +234.0% | +207.7% |
| All | +526.0% | +470.7% | +55.3% | +194.9% |
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