+493.9%
GLW vs STRL
+3,580.1%
-3,086.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.5% |
| 7D | -13.9% | -26.9% | +13.0% | -5.8% |
| 30D | -35.0% | -52.7% | +17.7% | -18.9% |
| 3M | -32.4% | -52.8% | +20.5% | -15.1% |
| 6M | -41.3% | -71.5% | +30.1% | -15.4% |
| YTD | +21.8% | -17.4% | +39.3% | +28.7% |
| 1Y | +21.8% | -35.0% | +56.8% | +36.3% |
| 3Y | +307.7% | +239.2% | +68.5% | +181.5% |
| 5Y | +213.7% | +830.2% | -616.5% | +57.4% |
| All | +493.9% | +3,580.1% | -3,086.2% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling