+130.9%
GLW vs UMC
+259.6%
-128.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.1% | +4.0% |
| 7D | +3.8% | +5.0% | -1.2% | +2.0% |
| 30D | -1.3% | +7.7% | -9.0% | -4.1% |
| 3M | -21.8% | +1.7% | -23.5% | -21.7% |
| 6M | +6.9% | +113.9% | -107.0% | -18.8% |
| YTD | +77.2% | +168.9% | -91.7% | +23.0% |
| 1Y | +123.2% | +207.2% | -84.0% | +47.5% |
| 3Y | +400.0% | +227.7% | +172.3% | +214.0% |
| 5Y | +342.8% | +118.0% | +224.8% | +208.5% |
| 10Y | +771.4% | +1,682.1% | -910.7% | +147.9% |
| All | +130.9% | +259.6% | -128.7% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling