+232.7%
GLW vs U
-73.3%
+306.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.2% | -9.6% | -4.9% |
| 7D | +7.7% | +2.6% | +5.2% | +7.4% |
| 30D | -18.8% | +27.6% | -46.4% | -21.5% |
| 3M | -27.7% | +15.3% | -43.1% | -29.3% |
| 6M | -44.4% | +96.4% | -140.8% | -49.3% |
| YTD | +31.3% | +19.6% | +11.7% | +24.9% |
| 1Y | +40.0% | +42.1% | -2.1% | +30.3% |
| 3Y | +339.2% | +87.5% | +251.7% | +275.8% |
| All | +232.7% | -73.3% | +306.1% | +199.5% |
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