+27.7%
GLW vs STT
+48.0%
-20.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.7% |
| 7D | -11.1% | +1.1% | -12.2% | -11.6% |
| 30D | -28.4% | -1.9% | -26.5% | -26.9% |
| 3M | -28.8% | -7.6% | -21.2% | -23.3% |
| 6M | -39.8% | +16.0% | -55.8% | -46.3% |
| YTD | +28.7% | +36.2% | -7.4% | -3.9% |
| 1Y | +27.7% | +46.8% | -19.1% | -13.1% |
| All | +27.7% | +48.0% | -20.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling