+542.4%
GLW vs STM
+433.9%
+108.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.8% | +2.5% | +6.3% |
| 7D | -5.9% | -5.6% | -0.3% | -3.2% |
| 30D | -26.0% | -14.4% | -11.6% | -20.6% |
| 3M | -29.9% | -20.5% | -9.4% | -22.1% |
| 6M | -37.8% | -24.5% | -13.3% | -28.5% |
| YTD | +33.1% | +72.7% | -39.6% | +11.7% |
| 1Y | +36.8% | +91.0% | -54.2% | +10.5% |
| 3Y | +356.1% | +13.5% | +342.6% | +316.0% |
| 5Y | +243.8% | -9.2% | +253.0% | +227.8% |
| 10Y | +542.4% | +422.5% | +119.9% | +219.7% |
| All | +542.4% | +433.9% | +108.5% | +219.7% |
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