+40.0%
GLW vs STRL
-22.7%
+62.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -2.9% |
| 7D | +7.7% | +15.7% | -7.9% | +1.0% |
| 30D | -18.8% | -35.5% | +16.6% | -2.8% |
| 3M | -27.7% | -47.1% | +19.4% | -5.4% |
| 6M | -44.4% | -65.8% | +21.3% | -14.2% |
| YTD | +31.3% | -4.5% | +35.8% | +27.1% |
| 1Y | +40.0% | -10.5% | +50.5% | +38.9% |
| All | +40.0% | -22.7% | +62.7% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling