+123.2%
GLW vs UMC
+209.4%
-86.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.1% | +3.5% |
| 7D | +3.8% | +5.0% | -1.2% | +1.4% |
| 30D | -1.3% | +7.7% | -9.0% | -5.0% |
| 3M | -21.8% | +1.7% | -23.5% | -20.6% |
| 6M | +6.9% | +113.9% | -107.0% | -14.6% |
| YTD | +77.2% | +168.9% | -91.7% | +40.8% |
| 1Y | +123.2% | +207.2% | -84.0% | +74.3% |
| All | +123.2% | +209.4% | -86.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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