+327.5%
GLW vs U
-33.1%
+360.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +15.5% | +2.8% | +12.7% | +15.2% |
| 30D | -19.6% | +7.6% | -27.2% | -20.5% |
| 3M | -28.5% | +12.7% | -41.2% | -29.8% |
| 6M | -39.5% | +87.0% | -126.5% | -44.0% |
| YTD | +37.2% | +13.6% | +23.6% | +31.8% |
| 1Y | +35.4% | +25.3% | +10.1% | +28.7% |
| 3Y | +359.7% | +85.8% | +273.9% | +300.0% |
| 5Y | +244.0% | -74.5% | +318.5% | +219.4% |
| All | +327.5% | -33.1% | +360.6% | +267.9% |
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