+212.6%
GLW vs UL
+31.0%
+181.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.5% |
| 7D | -13.9% | +1.1% | -15.1% | -13.9% |
| 30D | -35.0% | +8.2% | -43.2% | -35.0% |
| 3M | -32.4% | +4.5% | -36.9% | -32.3% |
| 6M | -41.3% | +12.6% | -53.9% | -42.0% |
| YTD | +21.8% | +3.5% | +18.3% | +22.5% |
| 1Y | +21.8% | -0.4% | +22.3% | +23.2% |
| 3Y | +307.7% | +36.0% | +271.7% | +270.5% |
| All | +212.6% | +31.0% | +181.7% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling