-33.9%
GLW vs U
+35.0%
-68.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +14.9% | -27.8% | -12.8% |
| 7D | -19.7% | +24.3% | -44.0% | -21.2% |
| 30D | -38.8% | +8.6% | -47.4% | -37.9% |
| 3M | -33.9% | +37.6% | -71.5% | -34.0% |
| All | -33.9% | +35.0% | -68.9% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling