+321.6%
GLW vs AUR
-35.7%
+357.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +7.8% | +1.4% | +6.4% | +7.7% |
| 30D | -0.4% | -6.4% | +6.0% | +0.2% |
| 3M | -5.6% | +7.7% | -13.3% | -6.2% |
| 6M | +26.7% | +44.5% | -17.8% | +22.5% |
| YTD | +91.0% | +67.4% | +23.6% | +81.8% |
| 1Y | +122.4% | +15.4% | +107.0% | +118.0% |
| 3Y | +471.0% | +94.8% | +376.2% | +412.7% |
| 5Y | +385.6% | -35.1% | +420.8% | +298.5% |
| All | +321.6% | -35.7% | +357.3% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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