+394.5%
GLW vs UMC
+145.1%
+249.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | 0.0% |
| 7D | +16.9% | +13.6% | +3.3% | +11.4% |
| 30D | +7.0% | +20.8% | -13.8% | -0.5% |
| 3M | -3.0% | +16.1% | -19.1% | -6.9% |
| 6M | +31.0% | +137.3% | -106.3% | -0.4% |
| YTD | +93.4% | +193.8% | -100.3% | +38.0% |
| 1Y | +134.7% | +236.1% | -101.3% | +60.3% |
| 3Y | +471.8% | +267.1% | +204.7% | +271.4% |
| 5Y | +394.5% | +145.3% | +249.2% | +234.8% |
| All | +394.5% | +145.1% | +249.4% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling