+342.1%
GLW vs U
-68.9%
+411.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.8% |
| 7D | +3.8% | -3.8% | +7.6% | +4.2% |
| 30D | -1.3% | +17.5% | -18.8% | -3.4% |
| 3M | -21.8% | +38.7% | -60.5% | -25.0% |
| 6M | +6.9% | +104.4% | -97.5% | -2.9% |
| YTD | +77.2% | -5.7% | +82.8% | +74.2% |
| 1Y | +123.2% | +3.7% | +119.6% | +115.7% |
| 3Y | +400.0% | +12.3% | +387.7% | +355.9% |
| All | +342.1% | -68.9% | +411.0% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling