+526.0%
GLW vs URA
+266.3%
+259.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.7% |
| 7D | +7.7% | -1.5% | +9.3% | +8.6% |
| 30D | -18.8% | -10.4% | -8.4% | -14.8% |
| 3M | -27.7% | -29.6% | +1.9% | -16.5% |
| 6M | -44.4% | -40.3% | -4.2% | -31.3% |
| YTD | +31.3% | -25.5% | +56.8% | +51.0% |
| 1Y | +40.0% | -26.4% | +66.5% | +61.7% |
| 3Y | +339.2% | +31.4% | +307.8% | +300.1% |
| 5Y | +229.2% | +28.6% | +200.6% | +189.6% |
| All | +526.0% | +266.3% | +259.7% | +215.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling