-41.7%
GLW vs STM
-21.4%
-20.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +4.5% |
| 7D | +1.4% | +1.4% | 0.0% | +0.5% |
| 30D | -18.2% | -8.4% | -9.9% | -12.3% |
| 3M | -24.2% | -15.8% | -8.4% | -12.6% |
| 6M | -41.7% | -22.8% | -18.9% | -29.7% |
| All | -41.7% | -21.4% | -20.3% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling