+463.3%
GLW vs UMC
+252.5%
+210.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.1% | +2.5% | +5.5% |
| 7D | +14.0% | +6.6% | +7.4% | +11.2% |
| 30D | +0.4% | +16.6% | -16.2% | -5.8% |
| 3M | -11.3% | +11.0% | -22.4% | -13.2% |
| 6M | +35.1% | +131.3% | -96.2% | +5.6% |
| YTD | +90.5% | +182.5% | -92.0% | +42.6% |
| 1Y | +132.0% | +222.3% | -90.2% | +67.1% |
| 3Y | +463.3% | +253.0% | +210.3% | +288.1% |
| All | +463.3% | +252.5% | +210.8% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling