+20.9%
GLW vs STZ
+14.2%
+6.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.0% |
| 7D | -13.9% | +4.9% | -18.8% | -12.5% |
| 30D | -35.0% | +20.9% | -55.9% | -31.2% |
| 3M | -32.4% | +8.0% | -40.3% | -29.5% |
| 6M | -41.3% | -5.3% | -36.1% | -38.1% |
| YTD | +21.8% | +5.9% | +15.9% | +23.3% |
| All | +20.9% | +14.2% | +6.7% | +27.8% |
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