+21.8%
GLW vs STM
+75.4%
-53.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | -0.7% |
| 7D | -13.9% | -10.7% | -3.2% | -6.2% |
| 30D | -35.0% | -25.7% | -9.3% | -19.2% |
| 3M | -32.4% | -21.6% | -10.8% | -18.9% |
| 6M | -41.3% | -27.8% | -13.5% | -23.2% |
| YTD | +21.8% | +61.8% | -39.9% | +2.7% |
| 1Y | +21.8% | +78.1% | -56.3% | -1.4% |
| All | +21.8% | +75.4% | -53.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling