+342.1%
GLW vs STT
+145.1%
+197.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -21.8% | +20.0% | -41.8% | -28.7% |
| 6M | +6.9% | +55.3% | -48.4% | -14.2% |
| YTD | +77.2% | +53.3% | +23.8% | +42.8% |
| 1Y | +123.2% | +74.7% | +48.5% | +69.1% |
| 3Y | +400.0% | +205.8% | +194.2% | +189.4% |
| All | +342.1% | +145.1% | +197.1% | +161.9% |
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 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