+410.2%
GLW vs STZ
-47.3%
+457.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.7% |
| 7D | +3.8% | -1.9% | +5.7% | +3.8% |
| 30D | -1.3% | -1.9% | +0.5% | -1.4% |
| 3M | -21.8% | -6.2% | -15.6% | -21.7% |
| 6M | +6.9% | -14.0% | +20.9% | +8.0% |
| YTD | +77.2% | -5.1% | +82.3% | +76.3% |
| 1Y | +123.2% | -9.6% | +132.8% | +123.6% |
| All | +410.2% | -47.3% | +457.5% | +442.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling