+232.7%
GLW vs STZ
-29.4%
+262.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.3% |
| 7D | +7.7% | +2.6% | +5.2% | +7.6% |
| 30D | -18.8% | +15.2% | -34.0% | -19.5% |
| 3M | -27.7% | +7.6% | -35.4% | -27.9% |
| 6M | -44.4% | +5.3% | -49.7% | -44.5% |
| YTD | +31.3% | +8.6% | +22.6% | +29.5% |
| 1Y | +40.0% | +15.6% | +24.5% | +36.5% |
| 3Y | +339.2% | -35.2% | +374.4% | +376.2% |
| All | +232.7% | -29.4% | +262.1% | +234.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling