+452.0%
GLW vs U
-44.5%
+496.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -21.8% | +38.7% | -60.5% | -24.8% |
| 6M | +6.9% | +104.4% | -97.5% | -2.1% |
| YTD | +77.2% | -5.7% | +82.8% | +74.4% |
| 1Y | +123.2% | +3.7% | +119.6% | +116.3% |
| 3Y | +400.0% | +12.3% | +387.7% | +359.7% |
| 5Y | +342.8% | -68.8% | +411.6% | +313.5% |
| All | +452.0% | -44.5% | +496.5% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling