+40.6%
GLW vs STZ
+14.7%
+25.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.3% | -11.2% | -4.1% |
| 7D | -9.5% | +13.0% | -22.5% | -5.8% |
| 30D | -25.5% | +29.4% | -54.9% | -20.0% |
| 3M | -25.6% | +11.6% | -37.2% | -21.8% |
| 6M | -25.5% | -0.2% | -25.3% | -21.2% |
| YTD | +36.4% | +8.6% | +27.8% | +39.0% |
| 1Y | +40.6% | +15.9% | +24.7% | +48.3% |
| All | +40.6% | +14.7% | +25.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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