+330.9%
GLW vs U
-33.8%
+364.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.6% |
| 7D | +1.4% | +16.9% | -15.5% | -0.6% |
| 30D | -18.2% | +6.4% | -24.6% | -19.1% |
| 3M | -24.2% | +13.2% | -37.4% | -25.6% |
| 6M | -41.7% | +84.8% | -126.5% | -46.0% |
| YTD | +38.3% | +12.4% | +25.9% | +33.0% |
| 1Y | +38.2% | +19.8% | +18.4% | +31.9% |
| 3Y | +363.4% | +83.8% | +279.6% | +303.7% |
| 5Y | +254.6% | -72.7% | +327.3% | +228.4% |
| All | +330.9% | -33.8% | +364.7% | +271.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling