+562.0%
GLW vs URA
+277.9%
+284.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +6.0% | +6.8% |
| 7D | +1.4% | +2.9% | -1.5% | +0.6% |
| 30D | -18.2% | -10.8% | -7.4% | -14.0% |
| 3M | -24.2% | -25.5% | +1.3% | -14.4% |
| 6M | -41.7% | -41.2% | -0.5% | -27.8% |
| YTD | +38.3% | -21.3% | +59.6% | +55.6% |
| 1Y | +38.2% | -25.7% | +63.9% | +58.4% |
| 3Y | +363.4% | +43.1% | +320.3% | +308.7% |
| 5Y | +254.6% | +35.6% | +219.0% | +205.4% |
| 10Y | +562.0% | +281.3% | +280.7% | +229.3% |
| All | +562.0% | +277.9% | +284.0% | +229.3% |
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