+833.1%
GLW vs UMC
+1,818.5%
-985.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.4% |
| 7D | +11.7% | +11.4% | +0.3% | +8.1% |
| 30D | +2.7% | +16.8% | -14.1% | -2.3% |
| 3M | -2.8% | +19.1% | -21.9% | -6.8% |
| 6M | +20.2% | +137.4% | -117.3% | -5.5% |
| YTD | +87.3% | +186.4% | -99.1% | +39.7% |
| 1Y | +119.6% | +229.1% | -109.5% | +57.5% |
| 3Y | +453.7% | +257.9% | +195.8% | +281.3% |
| 5Y | +376.1% | +137.5% | +238.5% | +251.9% |
| All | +833.1% | +1,818.5% | -985.4% | +262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling