+232.7%
GLW vs STT
+104.1%
+128.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | +7.7% | +4.8% | +3.0% | +5.2% |
| 30D | -18.8% | +3.9% | -22.8% | -20.1% |
| 3M | -27.7% | -8.2% | -19.6% | -24.0% |
| 6M | -44.4% | +15.6% | -60.0% | -48.1% |
| YTD | +31.3% | +37.6% | -6.4% | +12.3% |
| 1Y | +40.0% | +50.1% | -10.1% | +15.1% |
| 3Y | +339.2% | +183.1% | +156.2% | +166.2% |
| All | +232.7% | +104.1% | +128.6% | +121.3% |
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