+359.0%
GLW vs STZ
-35.4%
+394.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +15.5% | 0.0% | +15.5% | +15.5% |
| 30D | -19.6% | +14.7% | -34.3% | -18.6% |
| 3M | -28.5% | +8.8% | -37.3% | -27.5% |
| 6M | -39.5% | +3.1% | -42.6% | -38.5% |
| YTD | +37.2% | +7.9% | +29.3% | +38.5% |
| 1Y | +35.4% | +14.2% | +21.3% | +36.2% |
| All | +359.0% | -35.4% | +394.4% | +374.2% |
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