+881.3%
GLW vs UAL
+242.1%
+639.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.2% |
| 7D | +3.8% | +0.7% | +3.1% | +3.6% |
| 30D | -1.3% | -16.1% | +14.8% | +1.9% |
| 3M | -21.8% | +6.1% | -27.9% | -22.7% |
| 6M | +6.9% | +10.8% | -4.0% | +4.7% |
| YTD | +77.2% | -0.4% | +77.5% | +76.2% |
| 1Y | +123.2% | +5.0% | +118.2% | +119.3% |
| 3Y | +400.0% | +124.0% | +276.0% | +315.1% |
| 5Y | +342.8% | +141.0% | +201.8% | +253.7% |
| 10Y | +771.4% | +118.0% | +653.4% | +554.1% |
| All | +881.3% | +242.1% | +639.3% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling