+1,977.2%
GLW vs STM
+1,727.7%
+249.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -12.4% | -0.5% | -7.6% |
| 7D | -19.7% | -20.1% | +0.3% | -11.4% |
| 30D | -38.8% | -32.0% | -6.8% | -27.6% |
| 3M | -33.9% | -24.2% | -9.7% | -25.0% |
| 6M | -36.0% | -29.9% | -6.0% | -24.4% |
| YTD | +18.7% | +54.9% | -36.1% | +0.5% |
| 1Y | +19.8% | +68.0% | -48.2% | -2.1% |
| 3Y | +294.3% | -0.1% | +294.4% | +268.1% |
| 5Y | +205.7% | -17.9% | +223.6% | +196.2% |
| 10Y | +493.8% | +392.2% | +101.5% | +138.0% |
| All | +1,977.2% | +1,727.7% | +249.6% | +634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling