+73.2%
STX vs GLW
+33.1%
+40.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.3% | +0.5% | +4.9% |
| 7D | -14.8% | -5.9% | -8.9% | -11.5% |
| 30D | -35.4% | -26.0% | -9.4% | -24.4% |
| 3M | -37.7% | -29.9% | -7.8% | -26.3% |
| 6M | -35.2% | -37.8% | +2.5% | -20.3% |
| YTD | +84.4% | +33.1% | +51.3% | +39.1% |
| All | +73.2% | +33.1% | +40.0% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling