+134.7%
GLW vs UL
-8.6%
+143.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +0.6% |
| 7D | +16.9% | -3.2% | +20.1% | +15.0% |
| 30D | +7.0% | -0.6% | +7.6% | +7.1% |
| 3M | -3.0% | +9.4% | -12.4% | -0.1% |
| 6M | +31.0% | -4.1% | +35.1% | +35.8% |
| YTD | +93.4% | -2.0% | +95.4% | +104.9% |
| 1Y | +134.7% | -9.0% | +143.7% | +144.0% |
| All | +134.7% | -8.6% | +143.3% | +144.0% |
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 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