+521.8%
GLW vs UL
+106.3%
+415.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -11.1% | +2.6% | -13.7% | -11.8% |
| 30D | -28.4% | +6.8% | -35.2% | -30.0% |
| 3M | -28.8% | +5.7% | -34.5% | -30.5% |
| 6M | -39.8% | +15.9% | -55.7% | -44.0% |
| YTD | +28.7% | +4.3% | +24.5% | +24.6% |
| 1Y | +27.7% | -0.4% | +28.1% | +25.6% |
| 3Y | +331.3% | +35.0% | +296.4% | +261.6% |
| 5Y | +233.4% | +31.6% | +201.8% | +176.6% |
| 10Y | +521.8% | +104.6% | +417.1% | +373.4% |
| All | +521.8% | +106.3% | +415.5% | +373.4% |
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