+488.0%
GLW vs STZ
+9.8%
+478.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | -13.9% | +4.9% | -18.8% | -15.3% |
| 30D | -35.0% | +20.9% | -55.9% | -39.1% |
| 3M | -32.4% | +8.0% | -40.3% | -34.7% |
| 6M | -41.3% | -5.3% | -36.1% | -41.3% |
| YTD | +21.8% | +5.9% | +15.9% | +15.9% |
| 1Y | +21.8% | +14.2% | +7.6% | +12.5% |
| 3Y | +307.7% | -37.0% | +344.6% | +360.8% |
| 5Y | +213.7% | -29.7% | +243.4% | +230.9% |
| All | +488.0% | +9.8% | +478.2% | +403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling