+542.4%
GLW vs UAL
+106.7%
+435.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.8% | +2.5% | +7.4% |
| 7D | -5.9% | +10.2% | -16.1% | -8.3% |
| 30D | -26.0% | +12.0% | -38.0% | -28.3% |
| 3M | -29.9% | -7.1% | -22.8% | -28.6% |
| 6M | -37.8% | +20.9% | -58.7% | -41.0% |
| YTD | +33.1% | +7.7% | +25.5% | +29.2% |
| 1Y | +36.8% | +23.6% | +13.3% | +28.1% |
| 3Y | +356.1% | +222.6% | +133.5% | +219.4% |
| 5Y | +243.8% | +127.9% | +115.9% | +151.9% |
| 10Y | +542.4% | +100.2% | +442.2% | +371.8% |
| All | +542.4% | +106.7% | +435.7% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling