+2,071.0%
STX vs GLW
+554.8%
+1,516.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.3% | +0.5% | +4.5% |
| 7D | -14.8% | -5.9% | -8.9% | -11.1% |
| 30D | -35.4% | -26.0% | -9.4% | -22.7% |
| 3M | -37.7% | -29.9% | -7.8% | -24.5% |
| 6M | -35.2% | -37.8% | +2.5% | -19.2% |
| YTD | +84.4% | +33.1% | +51.3% | +40.1% |
| 1Y | +82.3% | +36.8% | +45.4% | +36.6% |
| 3Y | +646.2% | +356.1% | +290.1% | +171.6% |
| 5Y | +487.4% | +243.8% | +243.6% | +151.3% |
| 10Y | +2,071.0% | +542.4% | +1,528.6% | +461.6% |
| All | +2,071.0% | +554.8% | +1,516.2% | +461.6% |
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