+554.2%
GLW vs STZ
+12.6%
+541.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +15.5% | 0.0% | +15.5% | +15.5% |
| 30D | -19.6% | +14.7% | -34.3% | -23.2% |
| 3M | -28.5% | +8.8% | -37.3% | -31.2% |
| 6M | -39.5% | +3.1% | -42.6% | -41.1% |
| YTD | +37.2% | +7.9% | +29.3% | +29.9% |
| 1Y | +35.4% | +14.2% | +21.3% | +25.3% |
| 3Y | +359.7% | -35.2% | +394.9% | +414.8% |
| 5Y | +244.0% | -29.6% | +273.6% | +263.9% |
| All | +554.2% | +12.6% | +541.6% | +447.4% |
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