+478.1%
GLW vs AUR
+86.2%
+391.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +16.9% | +11.1% | +5.8% | +15.1% |
| 30D | +7.0% | -6.9% | +13.9% | +8.0% |
| 3M | -3.0% | +5.5% | -8.5% | -3.6% |
| 6M | +31.0% | +41.0% | -10.0% | +26.1% |
| YTD | +93.4% | +69.3% | +24.1% | +82.2% |
| 1Y | +134.7% | +14.0% | +120.7% | +129.2% |
| All | +478.1% | +86.2% | +391.8% | +394.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling