+767.2%
GLW vs UAL
+118.5%
+648.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.0% |
| 7D | +3.8% | +0.7% | +3.1% | +3.6% |
| 30D | -1.3% | -16.1% | +14.8% | +3.2% |
| 3M | -21.8% | +6.1% | -27.9% | -23.0% |
| 6M | +6.9% | +10.8% | -4.0% | +3.7% |
| YTD | +77.2% | -0.4% | +77.5% | +75.5% |
| 1Y | +123.2% | +5.0% | +118.2% | +117.3% |
| 3Y | +400.0% | +124.0% | +276.0% | +283.6% |
| 5Y | +342.8% | +141.0% | +201.8% | +219.8% |
| All | +767.2% | +118.5% | +648.7% | +535.8% |
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