+307.7%
GLW vs U
+81.5%
+226.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.0% |
| 7D | -13.9% | +36.6% | -50.5% | -17.2% |
| 30D | -35.0% | +13.3% | -48.3% | -36.0% |
| 3M | -32.4% | +26.2% | -58.5% | -34.4% |
| 6M | -41.3% | +88.7% | -130.1% | -46.0% |
| YTD | +21.8% | +16.6% | +5.3% | +17.5% |
| 1Y | +21.8% | +29.0% | -7.1% | +15.7% |
| 3Y | +307.7% | +99.5% | +208.2% | +241.2% |
| All | +307.7% | +81.5% | +226.2% | +241.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling