+4,542.6%
GLW vs UL
+2,661.1%
+1,881.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | +3.8% | -1.3% | +5.1% | +4.2% |
| 30D | -1.3% | +0.5% | -1.8% | -1.7% |
| 3M | -21.8% | +17.6% | -39.4% | -27.1% |
| 6M | +6.9% | -5.4% | +12.3% | +7.1% |
| YTD | +77.2% | +0.7% | +76.5% | +73.6% |
| 1Y | +123.2% | -9.3% | +132.5% | +125.7% |
| 3Y | +400.0% | +24.5% | +375.5% | +346.4% |
| 5Y | +342.8% | +23.2% | +319.6% | +291.2% |
| 10Y | +771.4% | +64.5% | +706.9% | +590.8% |
| All | +4,542.6% | +2,661.1% | +1,881.5% | +1,578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling