+526.0%
GLW vs UMC
+1,272.7%
-746.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.5% |
| 7D | +7.7% | +11.2% | -3.4% | +4.1% |
| 30D | -18.8% | -28.0% | +9.2% | -9.4% |
| 3M | -27.7% | -20.5% | -7.2% | -21.7% |
| 6M | -44.4% | -1.6% | -42.9% | -42.9% |
| YTD | +31.3% | +99.4% | -68.1% | +10.5% |
| 1Y | +40.0% | +120.4% | -80.4% | +14.8% |
| 3Y | +339.2% | +134.2% | +205.0% | +247.4% |
| 5Y | +229.2% | +78.8% | +150.3% | +170.0% |
| All | +526.0% | +1,272.7% | -746.8% | +172.6% |
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