+521.8%
GLW vs STT
+198.3%
+323.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -11.1% | +1.1% | -12.2% | -11.4% |
| 30D | -28.4% | -1.9% | -26.5% | -27.4% |
| 3M | -28.8% | -7.6% | -21.2% | -25.3% |
| 6M | -39.8% | +16.0% | -55.8% | -44.1% |
| YTD | +28.7% | +36.2% | -7.4% | +10.0% |
| 1Y | +27.7% | +46.8% | -19.1% | +5.2% |
| 3Y | +331.3% | +177.8% | +153.5% | +152.7% |
| 5Y | +233.4% | +105.8% | +127.6% | +118.5% |
| 10Y | +521.8% | +197.6% | +324.2% | +212.0% |
| All | +521.8% | +198.3% | +323.5% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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