+314.8%
GLW vs U
-31.4%
+346.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.3% |
| 7D | -5.9% | +32.3% | -38.2% | -9.1% |
| 30D | -26.0% | +9.7% | -35.7% | -27.0% |
| 3M | -29.9% | +19.6% | -49.5% | -31.6% |
| 6M | -37.8% | +82.6% | -120.4% | -42.3% |
| YTD | +33.1% | +16.4% | +16.7% | +27.6% |
| 1Y | +36.8% | +28.5% | +8.4% | +29.6% |
| 3Y | +356.1% | +103.8% | +252.3% | +293.0% |
| 5Y | +243.8% | -70.0% | +313.8% | +216.4% |
| All | +314.8% | -31.4% | +346.2% | +256.1% |
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