+410.2%
GLW vs URA
+114.7%
+295.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.3% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | -1.3% | +7.4% | -8.7% | -4.6% |
| 3M | -21.8% | -8.4% | -13.4% | -19.0% |
| 6M | +6.9% | -12.7% | +19.6% | +13.1% |
| YTD | +77.2% | +7.8% | +69.4% | +77.1% |
| 1Y | +123.2% | +19.5% | +103.8% | +116.6% |
| All | +410.2% | +114.7% | +295.5% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling