+320.5%
GLW vs AUR
-34.9%
+355.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +4.9% | +7.3% |
| 7D | +14.0% | +19.2% | -5.2% | +11.8% |
| 30D | +0.4% | -7.8% | +8.1% | +1.2% |
| 3M | -11.3% | +4.0% | -15.3% | -11.7% |
| 6M | +35.1% | +45.0% | -9.9% | +30.5% |
| YTD | +90.5% | +69.5% | +21.0% | +81.1% |
| 1Y | +132.0% | +13.0% | +119.0% | +127.7% |
| 3Y | +463.3% | +90.4% | +373.0% | +406.4% |
| 5Y | +382.5% | -34.2% | +416.7% | +295.6% |
| All | +320.5% | -34.9% | +355.4% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling