+40.6%
GLW vs UL
+1.7%
+38.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -3.7% |
| 7D | -9.5% | +4.7% | -14.1% | -6.5% |
| 30D | -25.5% | +11.6% | -37.0% | -19.8% |
| 3M | -25.6% | +5.3% | -30.9% | -21.7% |
| 6M | -25.5% | +16.0% | -41.5% | -18.9% |
| YTD | +36.4% | +5.0% | +31.4% | +53.6% |
| 1Y | +40.6% | +1.1% | +39.5% | +55.3% |
| All | +40.6% | +1.7% | +38.9% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling