+35.4%
GLW vs STRL
-22.3%
+57.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +15.5% | +23.4% | -7.9% | +5.1% |
| 30D | -19.6% | -39.5% | +20.0% | -0.9% |
| 3M | -28.5% | -45.1% | +16.6% | -7.9% |
| 6M | -39.5% | -64.6% | +25.1% | -7.7% |
| YTD | +37.2% | -1.5% | +38.7% | +29.5% |
| 1Y | +35.4% | -20.8% | +56.2% | +41.5% |
| All | +35.4% | -22.3% | +57.7% | +41.5% |
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