+2,145.2%
GLW vs STZ
+10,953.7%
-8,808.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +15.5% | 0.0% | +15.5% | +15.5% |
| 30D | -19.6% | +14.7% | -34.3% | -22.2% |
| 3M | -28.5% | +8.8% | -37.3% | -30.5% |
| 6M | -39.5% | +3.1% | -42.6% | -40.8% |
| YTD | +37.2% | +7.9% | +29.3% | +32.2% |
| 1Y | +35.4% | +14.2% | +21.3% | +28.7% |
| 3Y | +359.7% | -35.2% | +394.9% | +390.1% |
| 5Y | +244.0% | -29.6% | +273.6% | +257.6% |
| 10Y | +556.7% | +12.2% | +544.5% | +506.8% |
| All | +2,145.2% | +10,953.7% | -8,808.5% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling