+342.1%
GLW vs STRL
+2,010.6%
-1,668.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +3.9% |
| 7D | +3.8% | +3.4% | +0.4% | +2.7% |
| 30D | -1.3% | -9.2% | +7.9% | +1.8% |
| 3M | -21.8% | -51.0% | +29.2% | -3.9% |
| 6M | +6.9% | +15.8% | -8.9% | +1.5% |
| YTD | +77.2% | +58.9% | +18.3% | +55.8% |
| 1Y | +123.2% | +68.5% | +54.7% | +92.7% |
| 3Y | +400.0% | +485.2% | -85.2% | +216.5% |
| All | +342.1% | +2,010.6% | -1,668.5% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling