+3,676.0%
STX vs GLW
+839.7%
+2,836.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.6% | -1.1% | +2.2% |
| 7D | +10.7% | +14.0% | -3.3% | +2.8% |
| 30D | +11.3% | +0.4% | +10.9% | +11.2% |
| 3M | +3.2% | -11.3% | +14.6% | +8.0% |
| 6M | +157.0% | +35.1% | +121.9% | +104.3% |
| YTD | +229.2% | +90.5% | +138.7% | +106.2% |
| 1Y | +381.8% | +132.0% | +249.8% | +170.2% |
| 3Y | +1,383.2% | +463.3% | +919.9% | +384.1% |
| 5Y | +1,144.9% | +382.5% | +762.4% | +342.6% |
| 10Y | +3,676.0% | +837.6% | +2,838.4% | +674.1% |
| All | +3,676.0% | +839.7% | +2,836.3% | +674.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling