+38.2%
GLW vs STZ
+15.1%
+23.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.1% |
| 7D | +1.4% | -0.9% | +2.4% | +1.0% |
| 30D | -18.2% | +14.9% | -33.1% | -14.5% |
| 3M | -24.2% | +8.4% | -32.6% | -20.7% |
| 6M | -41.7% | +2.8% | -44.5% | -38.8% |
| YTD | +38.3% | +7.5% | +30.8% | +40.2% |
| 1Y | +38.2% | +12.5% | +25.6% | +42.3% |
| All | +38.2% | +15.1% | +23.1% | +42.3% |
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