+410.2%
GLW vs STT
+207.1%
+203.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.5% |
| 30D | -1.3% | +3.9% | -5.2% | -3.5% |
| 3M | -21.8% | +20.0% | -41.8% | -29.7% |
| 6M | +6.9% | +55.3% | -48.4% | -17.3% |
| YTD | +77.2% | +53.3% | +23.8% | +37.5% |
| 1Y | +123.2% | +74.7% | +48.5% | +61.7% |
| All | +410.2% | +207.1% | +203.1% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling