+212.6%
GLW vs STM
-15.6%
+228.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.6% |
| 7D | -13.9% | -10.7% | -3.2% | -9.1% |
| 30D | -35.0% | -25.7% | -9.3% | -25.5% |
| 3M | -32.4% | -21.6% | -10.8% | -24.0% |
| 6M | -41.3% | -27.8% | -13.5% | -30.5% |
| YTD | +21.8% | +61.8% | -39.9% | +9.1% |
| 1Y | +21.8% | +78.1% | -56.3% | +5.7% |
| 3Y | +307.7% | +4.9% | +302.8% | +294.0% |
| All | +212.6% | -15.6% | +228.2% | +201.8% |
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