+27.7%
GLW vs URA
-30.3%
+58.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +3.5% |
| 7D | -11.1% | +0.3% | -11.4% | -10.9% |
| 30D | -28.4% | -14.8% | -13.7% | -17.9% |
| 3M | -28.8% | -25.3% | -3.5% | -9.5% |
| 6M | -39.8% | -39.9% | +0.1% | -10.0% |
| YTD | +28.7% | -22.4% | +51.2% | +60.8% |
| 1Y | +27.7% | -29.0% | +56.7% | +69.9% |
| All | +27.7% | -30.3% | +58.0% | +69.9% |
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