+521.8%
GLW vs STRL
+3,927.3%
-3,405.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -11.1% | -19.8% | +8.7% | -5.4% |
| 30D | -28.4% | -43.6% | +15.1% | -15.4% |
| 3M | -28.8% | -45.2% | +16.4% | -14.7% |
| 6M | -39.8% | -65.7% | +25.9% | -17.7% |
| YTD | +28.7% | -5.4% | +34.2% | +30.3% |
| 1Y | +27.7% | -24.7% | +52.4% | +36.6% |
| 3Y | +331.3% | +335.0% | -3.7% | +178.0% |
| 5Y | +233.4% | +915.3% | -681.8% | +62.0% |
| 10Y | +521.8% | +3,877.5% | -3,355.7% | +104.4% |
| All | +521.8% | +3,927.3% | -3,405.5% | +104.4% |
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