+40.6%
GLW vs URA
-32.2%
+72.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.8% | -5.0% |
| 7D | -9.5% | -10.5% | +1.1% | -0.9% |
| 30D | -25.5% | -18.6% | -6.8% | -11.7% |
| 3M | -25.6% | -23.0% | -2.5% | -8.3% |
| 6M | -25.5% | -40.3% | +14.8% | +10.9% |
| YTD | +36.4% | -23.5% | +59.8% | +73.2% |
| 1Y | +40.6% | -31.1% | +71.7% | +90.1% |
| All | +40.6% | -32.2% | +72.8% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling