+769.5%
GLW vs STM
+666.6%
+102.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.9% |
| 7D | +3.8% | +5.8% | -2.0% | +1.4% |
| 30D | -1.3% | -1.0% | -0.3% | -0.7% |
| 3M | -21.8% | -33.3% | +11.5% | -7.3% |
| 6M | +6.9% | +57.4% | -50.5% | -8.3% |
| YTD | +77.2% | +102.2% | -25.0% | +38.3% |
| 1Y | +123.2% | +99.6% | +23.6% | +73.6% |
| 3Y | +400.0% | +14.5% | +385.5% | +349.2% |
| 5Y | +342.8% | +21.4% | +321.4% | +271.0% |
| All | +769.5% | +666.6% | +102.9% | +299.3% |
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