+867.9%
GLW vs UL
+65.2%
+802.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +16.9% | -3.2% | +20.1% | +18.0% |
| 30D | +7.0% | -0.6% | +7.6% | +6.9% |
| 3M | -3.0% | +9.4% | -12.4% | -7.4% |
| 6M | +31.0% | -4.1% | +35.1% | +30.9% |
| YTD | +93.4% | -2.0% | +95.4% | +91.7% |
| 1Y | +134.7% | -9.0% | +143.7% | +138.3% |
| 3Y | +471.8% | +21.8% | +450.0% | +400.5% |
| 5Y | +394.5% | +20.6% | +373.9% | +326.0% |
| 10Y | +867.9% | +67.7% | +800.2% | +670.0% |
| All | +867.9% | +65.2% | +802.7% | +670.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling