+526.0%
GLW vs UAL
+80.6%
+445.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.8% |
| 7D | +7.7% | -3.0% | +10.8% | +8.6% |
| 30D | -18.8% | +10.5% | -29.3% | -21.1% |
| 3M | -27.7% | -13.5% | -14.3% | -25.0% |
| 6M | -44.4% | +14.2% | -58.7% | -46.5% |
| YTD | +31.3% | -2.2% | +33.5% | +30.6% |
| 1Y | +40.0% | +12.5% | +27.6% | +34.4% |
| 3Y | +339.2% | +186.8% | +152.4% | +216.9% |
| 5Y | +229.2% | +119.4% | +109.8% | +143.7% |
| All | +526.0% | +80.6% | +445.4% | +379.2% |
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