+40.6%
GLW vs U
+17.5%
+23.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -6.3% |
| 7D | -9.5% | +7.5% | -17.0% | -10.1% |
| 30D | -25.5% | -7.0% | -18.4% | -25.0% |
| 3M | -25.6% | +20.6% | -46.1% | -26.6% |
| 6M | -25.5% | +53.2% | -78.7% | -27.6% |
| YTD | +36.4% | -3.9% | +40.2% | +38.8% |
| 1Y | +40.6% | +18.4% | +22.2% | +34.3% |
| All | +40.6% | +17.5% | +23.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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