+301.1%
GLW vs U
-32.9%
+334.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -11.1% | +24.4% | -35.5% | -13.5% |
| 30D | -28.4% | +7.4% | -35.8% | -29.2% |
| 3M | -28.8% | +16.8% | -45.6% | -30.3% |
| 6M | -39.8% | +78.8% | -118.6% | -44.1% |
| YTD | +28.7% | +14.0% | +14.8% | +23.7% |
| 1Y | +27.7% | +16.7% | +11.0% | +22.3% |
| 3Y | +331.3% | +86.4% | +245.0% | +275.3% |
| 5Y | +233.4% | -71.5% | +304.9% | +208.0% |
| All | +301.1% | -32.9% | +334.0% | +245.1% |
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