+557.8%
GLW vs UAL
+239.3%
+318.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.6% | -8.4% | -12.1% |
| 7D | -19.7% | +5.0% | -24.8% | -20.6% |
| 30D | -38.8% | -1.2% | -37.6% | -38.7% |
| 3M | -33.9% | -16.8% | -17.1% | -31.6% |
| 6M | -36.0% | +18.0% | -53.9% | -38.0% |
| YTD | +18.7% | -1.2% | +19.9% | +18.3% |
| 1Y | +19.8% | +14.3% | +5.5% | +16.1% |
| 3Y | +294.3% | +194.6% | +99.8% | +212.3% |
| 5Y | +205.7% | +109.6% | +96.1% | +150.4% |
| 10Y | +493.8% | +93.1% | +400.7% | +354.4% |
| All | +557.8% | +239.3% | +318.5% | +270.8% |
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 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