+2,031.5%
GLW vs STM
+1,808.6%
+222.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.7% |
| 7D | -13.9% | -10.7% | -3.2% | -9.4% |
| 30D | -35.0% | -25.7% | -9.3% | -26.0% |
| 3M | -32.4% | -21.6% | -10.8% | -24.4% |
| 6M | -41.3% | -27.8% | -13.5% | -31.6% |
| YTD | +21.8% | +61.8% | -39.9% | +1.2% |
| 1Y | +21.8% | +78.1% | -56.3% | -2.9% |
| 3Y | +307.7% | +4.9% | +302.8% | +272.6% |
| 5Y | +213.7% | -14.3% | +228.0% | +198.3% |
| 10Y | +509.3% | +414.1% | +95.2% | +139.7% |
| All | +2,031.5% | +1,808.6% | +222.8% | +639.5% |
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