+2,211.7%
GLW vs STRL
+12,054.0%
-9,842.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +7.1% |
| 7D | +1.4% | +7.1% | -5.7% | +1.0% |
| 30D | -18.2% | -39.4% | +21.2% | -15.2% |
| 3M | -24.2% | -43.0% | +18.8% | -21.0% |
| 6M | -41.7% | -65.0% | +23.3% | -37.1% |
| YTD | +38.3% | -0.8% | +39.1% | +39.2% |
| 1Y | +38.2% | -20.3% | +58.5% | +40.8% |
| 3Y | +363.4% | +356.5% | +6.9% | +323.7% |
| 5Y | +254.6% | +952.8% | -698.3% | +208.0% |
| 10Y | +562.0% | +3,877.1% | -3,315.1% | +433.4% |
| All | +2,211.7% | +12,054.0% | -9,842.3% | +1,705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling