+212.6%
GLW vs STT
+100.0%
+112.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -13.9% | -2.5% | -11.5% | -12.6% |
| 30D | -35.0% | -5.0% | -30.0% | -33.0% |
| 3M | -32.4% | -10.5% | -21.9% | -28.0% |
| 6M | -41.3% | +10.0% | -51.4% | -43.9% |
| YTD | +21.8% | +30.7% | -8.8% | +7.0% |
| 1Y | +21.8% | +43.8% | -21.9% | +2.4% |
| 3Y | +307.7% | +168.1% | +139.6% | +154.0% |
| All | +212.6% | +100.0% | +112.6% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling