+1,883.6%
STX vs GLW
+498.6%
+1,385.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.7% |
| 7D | -28.5% | -13.9% | -14.5% | -21.6% |
| 30D | -42.9% | -35.0% | -7.9% | -26.6% |
| 3M | -45.9% | -32.4% | -13.6% | -33.4% |
| 6M | -41.3% | -41.3% | +0.1% | -24.3% |
| YTD | +67.9% | +21.8% | +46.1% | +34.1% |
| 1Y | +66.5% | +21.8% | +44.7% | +33.3% |
| 3Y | +588.0% | +307.7% | +280.3% | +166.9% |
| 5Y | +449.1% | +213.7% | +235.4% | +147.3% |
| All | +1,883.6% | +498.6% | +1,385.1% | +428.0% |
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