+3,093.2%
GLW vs UL
+2,738.5%
+354.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.4% |
| 7D | -13.9% | +1.1% | -15.1% | -14.4% |
| 30D | -35.0% | +8.2% | -43.2% | -37.0% |
| 3M | -32.4% | +4.5% | -36.9% | -34.0% |
| 6M | -41.3% | +12.6% | -53.9% | -45.0% |
| YTD | +21.8% | +3.5% | +18.3% | +17.4% |
| 1Y | +21.8% | -0.4% | +22.3% | +18.7% |
| 3Y | +307.7% | +36.0% | +271.7% | +250.4% |
| 5Y | +213.7% | +30.9% | +182.8% | +169.4% |
| 10Y | +509.3% | +97.5% | +411.7% | +351.7% |
| All | +3,093.2% | +2,738.5% | +354.8% | +1,035.1% |
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