+339.2%
GLW vs AUR
+130.1%
+209.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.8% |
| 7D | +7.7% | -4.5% | +12.3% | +8.6% |
| 30D | -18.8% | -16.6% | -2.2% | -16.7% |
| 3M | -27.7% | -38.5% | +10.7% | -22.6% |
| 6M | -44.4% | -49.9% | +5.4% | -39.0% |
| YTD | +31.3% | +9.6% | +21.6% | +31.7% |
| 1Y | +40.0% | +1.2% | +38.8% | +41.5% |
| 3Y | +339.2% | +128.8% | +210.4% | +299.9% |
| All | +339.2% | +130.1% | +209.2% | +299.9% |
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