+410.2%
GLW vs STM
+16.2%
+394.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.9% |
| 7D | +3.8% | +5.8% | -2.0% | +1.2% |
| 30D | -1.3% | -1.0% | -0.3% | -0.7% |
| 3M | -21.8% | -33.3% | +11.5% | -7.1% |
| 6M | +6.9% | +57.4% | -50.5% | -3.8% |
| YTD | +77.2% | +102.2% | -25.0% | +48.8% |
| 1Y | +123.2% | +99.6% | +23.6% | +86.8% |
| All | +410.2% | +16.2% | +394.1% | +353.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling