+232.7%
GLW vs STM
-5.1%
+237.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | +7.7% | +12.0% | -4.3% | +2.4% |
| 30D | -18.8% | -0.4% | -18.5% | -18.5% |
| 3M | -27.7% | -13.2% | -14.6% | -22.5% |
| 6M | -44.4% | -26.1% | -18.4% | -35.4% |
| YTD | +31.3% | +81.2% | -49.9% | +11.8% |
| 1Y | +40.0% | +98.3% | -58.3% | +15.8% |
| 3Y | +339.2% | +16.7% | +322.5% | +304.8% |
| All | +232.7% | -5.1% | +237.8% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling